+254.2%
SCHD vs DECK
+874.1%
-619.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.7% | +5.8% | -7.5% | -2.7% |
| 30D | +7.7% | +7.9% | -0.2% | +6.3% |
| 3M | +5.2% | -11.4% | +16.6% | +7.1% |
| 6M | +12.9% | -16.6% | +29.4% | +15.8% |
| YTD | +31.4% | -16.4% | +47.7% | +33.8% |
| 1Y | +37.3% | +8.6% | +28.6% | +33.4% |
| 3Y | +68.3% | -15.1% | +83.4% | +62.2% |
| 5Y | +59.9% | +22.9% | +37.0% | +38.7% |
| All | +254.2% | +874.1% | -619.9% | +124.8% |
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