+28.5%
DECK vs SBAC
-39.7%
+68.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.1% | +4.9% |
| 7D | +10.4% | +5.8% | +4.6% | +9.3% |
| 30D | +11.1% | +20.8% | -9.7% | +7.3% |
| 3M | -10.8% | +4.8% | -15.5% | -11.7% |
| 6M | -8.7% | -9.1% | +0.4% | -7.6% |
| YTD | -14.0% | +3.1% | -17.1% | -15.0% |
| 1Y | +12.0% | +2.2% | +9.9% | +11.0% |
| 3Y | -10.5% | -8.4% | -2.1% | -11.5% |
| 5Y | +28.5% | -38.6% | +67.1% | +49.5% |
| All | +28.5% | -39.7% | +68.1% | +49.5% |
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