+748.8%
DECK vs SCHG
+432.0%
+316.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.5% |
| 7D | +0.1% | +2.7% | -2.6% | -2.5% |
| 30D | +4.8% | -5.2% | +10.0% | +9.8% |
| 3M | -6.9% | -5.2% | -1.8% | -2.6% |
| 6M | -7.6% | -0.6% | -7.0% | -7.7% |
| YTD | -16.3% | +4.7% | -21.0% | -20.6% |
| 1Y | +4.5% | +6.0% | -1.6% | -2.4% |
| 3Y | -17.1% | +78.9% | -96.0% | -53.0% |
| 5Y | +21.9% | +69.9% | -48.0% | -27.2% |
| All | +748.8% | +432.0% | +316.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling