-15.1%
DECK vs SCHG
+79.1%
-94.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.1% |
| 3M | -11.4% | -6.3% | -5.1% | -6.1% |
| 6M | -16.6% | -1.8% | -14.8% | -15.8% |
| YTD | -16.4% | +1.9% | -18.3% | -19.0% |
| 1Y | +8.6% | +2.6% | +6.0% | +4.1% |
| 3Y | -15.1% | +78.4% | -93.5% | -50.8% |
| All | -15.1% | +79.1% | -94.2% | -50.8% |
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 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