-8.7%
DECK vs SAN
+3.8%
-12.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.4% | -0.5% | +3.3% |
| 7D | +10.4% | +4.5% | +5.8% | +8.3% |
| 30D | +11.1% | -12.1% | +23.2% | +16.2% |
| 3M | -10.8% | -15.6% | +4.8% | -5.0% |
| 6M | -8.7% | +5.8% | -14.5% | -15.2% |
| All | -8.7% | +3.8% | -12.6% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling