+24.3%
DECK vs SBAC
-39.7%
+64.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +6.0% | +4.4% | +1.6% | +5.2% |
| 30D | +7.4% | +13.8% | -6.3% | +4.9% |
| 3M | -11.7% | +9.0% | -20.6% | -13.1% |
| 6M | -11.0% | -10.0% | -0.9% | -9.7% |
| YTD | -15.4% | +1.8% | -17.2% | -16.1% |
| 1Y | +7.2% | +1.1% | +6.1% | +6.4% |
| 3Y | -11.8% | -9.5% | -2.3% | -12.7% |
| 5Y | +24.3% | -39.0% | +63.3% | +44.3% |
| All | +24.3% | -39.7% | +64.1% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling