+258.6%
SCHD vs DECK
+768.3%
-509.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +8.3% | +4.9% | +3.4% | +7.3% |
| 3M | +5.9% | -5.8% | +11.8% | +6.8% |
| 6M | +15.3% | -8.6% | +23.8% | +16.4% |
| YTD | +34.5% | -14.7% | +49.3% | +36.6% |
| 1Y | +37.2% | +6.9% | +30.3% | +33.7% |
| 3Y | +73.6% | -16.2% | +89.8% | +67.8% |
| 5Y | +63.7% | +25.3% | +38.4% | +41.5% |
| All | +258.6% | +768.3% | -509.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling