+49,253.1%
DECK vs SBAC
+2,281.7%
+46,971.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.1% | +5.1% |
| 7D | +10.4% | +5.8% | +4.6% | +9.5% |
| 30D | +11.1% | +20.8% | -9.7% | +8.0% |
| 3M | -10.8% | +4.8% | -15.5% | -11.5% |
| 6M | -8.7% | -9.1% | +0.4% | -7.8% |
| YTD | -14.0% | +3.1% | -17.1% | -15.0% |
| 1Y | +12.0% | +2.2% | +9.9% | +10.8% |
| 3Y | -10.5% | -8.4% | -2.1% | -11.0% |
| 5Y | +28.5% | -38.6% | +67.1% | +34.4% |
| 10Y | +923.3% | +103.6% | +819.6% | +799.8% |
| All | +49,253.1% | +2,281.7% | +46,971.4% | +25,342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling