-1.8%
DECK vs SBAC
-8.8%
+7.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.6% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -13.6% | +6.9% | -20.5% | -13.9% |
| 3M | -21.2% | -8.2% | -13.0% | -21.2% |
| 6M | -21.1% | -1.6% | -19.4% | -20.9% |
| YTD | -17.2% | -0.1% | -17.1% | -16.9% |
| 1Y | -30.7% | -0.5% | -30.3% | -30.5% |
| All | -1.8% | -8.8% | +7.1% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling