+6,920.8%
DECK vs SAN
+1,843.4%
+5,077.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.8% |
| 7D | -2.2% | +1.8% | -4.0% | -2.8% |
| 30D | -13.6% | +2.0% | -15.6% | -14.1% |
| 3M | -21.2% | +19.7% | -41.0% | -25.8% |
| 6M | -21.1% | +30.6% | -51.7% | -27.6% |
| YTD | -17.2% | +28.8% | -46.1% | -24.0% |
| 1Y | -30.7% | +57.8% | -88.5% | -40.4% |
| 3Y | -3.4% | +338.1% | -341.5% | -40.5% |
| 5Y | +25.5% | +384.2% | -358.7% | -26.8% |
| 10Y | +714.7% | +353.1% | +361.5% | +356.3% |
| All | +6,920.8% | +1,843.4% | +5,077.4% | +3,300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling