+7,190.8%
DECK vs SAN
+1,490.6%
+5,700.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.4% | -0.5% | +3.9% |
| 7D | +10.4% | +4.5% | +5.8% | +8.9% |
| 30D | +11.1% | -12.1% | +23.2% | +15.5% |
| 3M | -10.8% | -15.6% | +4.8% | -6.1% |
| 6M | -8.7% | +5.8% | -14.5% | -10.8% |
| YTD | -14.0% | +5.5% | -19.5% | -16.1% |
| 1Y | +12.0% | +23.6% | -11.5% | +4.0% |
| 3Y | -10.5% | +244.9% | -255.4% | -40.6% |
| 5Y | +28.5% | +282.2% | -253.7% | -19.3% |
| 10Y | +923.3% | +255.8% | +667.5% | +517.8% |
| All | +7,190.8% | +1,490.6% | +5,700.2% | +3,653.1% |
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