+839.4%
DECK vs SCHG
+426.2%
+413.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +6.8% | -1.3% | +8.1% | +8.0% |
| 30D | +8.3% | -7.9% | +16.2% | +16.7% |
| 3M | -7.9% | -5.4% | -2.4% | -3.2% |
| 6M | -10.6% | -0.6% | -10.0% | -10.6% |
| YTD | -13.4% | +4.1% | -17.5% | -17.4% |
| 1Y | +12.5% | +2.8% | +9.7% | +8.4% |
| 3Y | -14.9% | +77.7% | -92.5% | -51.3% |
| 5Y | +27.5% | +71.3% | -43.8% | -24.4% |
| 10Y | +839.4% | +429.5% | +409.9% | +107.8% |
| All | +839.4% | +426.2% | +413.2% | +107.8% |
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