-1.8%
DECK vs SAN
+339.3%
-341.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.8% |
| 7D | -2.2% | +1.8% | -4.0% | -2.9% |
| 30D | -13.6% | +2.0% | -15.6% | -14.2% |
| 3M | -21.2% | +19.7% | -41.0% | -26.6% |
| 6M | -21.1% | +30.6% | -51.7% | -28.9% |
| YTD | -17.2% | +28.8% | -46.1% | -25.4% |
| 1Y | -30.7% | +57.8% | -88.5% | -41.8% |
| All | -1.8% | +339.3% | -341.1% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling