+26.1%
DECK vs SBAC
-43.7%
+69.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.7% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -13.6% | +6.9% | -20.5% | -14.6% |
| 3M | -21.2% | -8.2% | -13.0% | -20.3% |
| 6M | -21.1% | -1.6% | -19.4% | -21.1% |
| YTD | -17.2% | -0.1% | -17.1% | -17.6% |
| 1Y | -30.7% | -0.5% | -30.3% | -31.1% |
| 3Y | -3.4% | -9.1% | +5.7% | -4.7% |
| All | +26.1% | -43.7% | +69.8% | +54.9% |
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