+257.7%
SCHD vs DECK
+730.5%
-472.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.1% | +0.5% |
| 7D | +1.4% | -3.7% | +5.1% | +2.1% |
| 30D | +7.7% | +0.6% | +7.1% | +7.4% |
| 3M | +5.7% | -7.3% | +13.0% | +6.9% |
| 6M | +14.9% | -10.9% | +25.9% | +16.6% |
| YTD | +34.2% | -18.5% | +52.7% | +37.3% |
| 1Y | +36.8% | +0.2% | +36.6% | +34.8% |
| 3Y | +73.2% | -19.8% | +93.0% | +68.6% |
| 5Y | +62.8% | +18.7% | +44.1% | +42.0% |
| All | +257.7% | +730.5% | -472.8% | +128.0% |
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