+1,404.4%
DECK vs SCHG
+1,062.6%
+341.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.2% |
| 7D | +5.8% | -3.4% | +9.2% | +9.4% |
| 30D | +7.9% | -10.1% | +18.0% | +20.0% |
| 3M | -11.4% | -6.3% | -5.1% | -5.6% |
| 6M | -16.6% | -1.8% | -14.8% | -15.7% |
| YTD | -16.4% | +1.9% | -18.3% | -18.9% |
| 1Y | +8.6% | +2.6% | +6.0% | +4.1% |
| 3Y | -15.1% | +78.4% | -93.5% | -54.8% |
| 5Y | +22.9% | +64.6% | -41.7% | -28.7% |
| 10Y | +895.7% | +436.3% | +459.4% | +38.2% |
| All | +1,404.4% | +1,062.6% | +341.8% | -28.2% |
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