+741.1%
DECK vs SBAC
+80.0%
+661.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.8% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -13.6% | +6.9% | -20.5% | -14.9% |
| 3M | -21.2% | -8.2% | -13.0% | -19.9% |
| 6M | -21.1% | -1.6% | -19.4% | -21.4% |
| YTD | -17.2% | -0.1% | -17.1% | -18.0% |
| 1Y | -30.7% | -0.5% | -30.3% | -31.4% |
| 3Y | -3.4% | -9.1% | +5.7% | -4.8% |
| 5Y | +25.5% | -43.8% | +69.3% | +41.9% |
| All | +741.1% | +80.0% | +661.2% | +789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling