-6.0%
DECK vs SCHG
+88.4%
-94.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.0% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | -15.2% | -1.5% | -13.8% | -14.0% |
| 3M | -24.7% | +4.4% | -29.1% | -28.0% |
| 6M | -20.8% | +15.7% | -36.5% | -31.7% |
| YTD | -20.3% | +8.3% | -28.6% | -26.8% |
| 1Y | -29.5% | +14.2% | -43.7% | -39.2% |
| 3Y | -6.0% | +88.3% | -94.3% | -51.3% |
| All | -6.0% | +88.4% | -94.4% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling