+877.2%
DECK vs SBAC
+93.8%
+783.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +5.8% | +1.2% | +4.5% | +5.5% |
| 30D | +7.9% | +11.2% | -3.3% | +5.1% |
| 3M | -11.4% | +4.5% | -15.9% | -12.5% |
| 6M | -16.6% | -12.2% | -4.4% | -14.5% |
| YTD | -16.4% | -0.1% | -16.2% | -17.3% |
| 1Y | +8.6% | -0.3% | +8.9% | +7.5% |
| 3Y | -15.1% | -8.7% | -6.4% | -16.4% |
| 5Y | +22.9% | -40.2% | +63.0% | +36.4% |
| All | +877.2% | +93.8% | +783.4% | +965.2% |
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