+26.1%
DECK vs SAN
+381.6%
-355.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.9% |
| 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% | -26.7% |
| 6M | -21.1% | +30.6% | -51.7% | -28.9% |
| YTD | -17.2% | +28.8% | -46.1% | -25.5% |
| 1Y | -30.7% | +57.8% | -88.5% | -42.2% |
| 3Y | -3.4% | +338.1% | -341.5% | -45.2% |
| All | +26.1% | +381.6% | -355.5% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling