+877.2%
DECK vs SCHG
+428.5%
+448.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.1% |
| 7D | +5.8% | -3.4% | +9.2% | +9.1% |
| 30D | +7.9% | -10.1% | +18.0% | +18.9% |
| 3M | -11.4% | -6.3% | -5.1% | -6.1% |
| 6M | -16.6% | -1.8% | -14.8% | -15.7% |
| YTD | -16.4% | +1.9% | -18.3% | -18.6% |
| 1Y | +8.6% | +2.6% | +6.0% | +4.6% |
| 3Y | -15.1% | +78.4% | -93.5% | -51.7% |
| 5Y | +22.9% | +64.6% | -41.7% | -24.4% |
| All | +877.2% | +428.5% | +448.7% | +114.1% |
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