+1,388.8%
DECK vs SCHG
+1,145.2%
+243.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +2.5% |
| 7D | -2.2% | -0.7% | -1.5% | -1.5% |
| 30D | -13.6% | +0.2% | -13.8% | -13.8% |
| 3M | -21.2% | +2.2% | -23.5% | -23.3% |
| 6M | -21.1% | +15.0% | -36.1% | -32.1% |
| YTD | -17.2% | +9.2% | -26.4% | -25.0% |
| 1Y | -30.7% | +15.7% | -46.5% | -41.4% |
| 3Y | -3.4% | +87.3% | -90.6% | -50.8% |
| 5Y | +25.5% | +84.5% | -58.9% | -35.3% |
| 10Y | +714.7% | +448.7% | +265.9% | +12.2% |
| All | +1,388.8% | +1,145.2% | +243.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling