+4.5%
DECK vs SCHG
+4.3%
+0.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.2% |
| 7D | +0.1% | +2.7% | -2.6% | -1.6% |
| 30D | +4.8% | -5.2% | +10.0% | +8.3% |
| 3M | -6.9% | -5.2% | -1.8% | -4.0% |
| 6M | -7.6% | -0.6% | -7.0% | -7.5% |
| YTD | -16.3% | +4.7% | -21.0% | -24.3% |
| 1Y | +4.5% | +6.0% | -1.6% | -5.1% |
| All | +4.5% | +4.3% | +0.1% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling