+888.8%
DECK vs SAN
+244.5%
+644.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +6.0% | +3.5% | +2.5% | +4.7% |
| 30D | +7.4% | -13.2% | +20.7% | +13.3% |
| 3M | -11.7% | -16.9% | +5.3% | -5.4% |
| 6M | -11.0% | +2.3% | -13.3% | -12.3% |
| YTD | -15.4% | +4.9% | -20.3% | -17.9% |
| 1Y | +7.2% | +20.4% | -13.2% | -1.4% |
| 3Y | -11.8% | +243.2% | -255.0% | -46.8% |
| 5Y | +24.3% | +275.3% | -250.9% | -30.2% |
| All | +888.8% | +244.5% | +644.3% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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