+846.1%
DECK vs SCHG
+429.8%
+416.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +1.6% |
| 7D | +6.4% | +0.3% | +6.1% | +5.9% |
| 30D | +9.1% | -7.2% | +16.3% | +16.8% |
| 3M | -7.2% | -4.7% | -2.6% | -3.3% |
| 6M | -9.9% | +0.1% | -10.0% | -10.6% |
| YTD | -12.8% | +4.8% | -17.6% | -17.3% |
| 1Y | +10.6% | +5.8% | +4.8% | +3.5% |
| 3Y | -13.8% | +82.5% | -96.3% | -52.0% |
| 5Y | +27.6% | +69.8% | -42.1% | -23.7% |
| All | +846.1% | +429.8% | +416.3% | +108.0% |
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