+48,494.3%
DECK vs SBAC
+2,252.5%
+46,241.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +6.0% | +4.4% | +1.6% | +5.4% |
| 30D | +7.4% | +13.8% | -6.3% | +5.4% |
| 3M | -11.7% | +9.0% | -20.6% | -12.8% |
| 6M | -11.0% | -10.0% | -0.9% | -9.9% |
| YTD | -15.4% | +1.8% | -17.2% | -16.2% |
| 1Y | +7.2% | +1.1% | +6.1% | +6.3% |
| 3Y | -11.8% | -9.5% | -2.3% | -12.3% |
| 5Y | +24.3% | -39.0% | +63.3% | +30.1% |
| 10Y | +907.5% | +101.1% | +806.4% | +787.5% |
| All | +48,494.3% | +2,252.5% | +46,241.9% | +24,995.7% |
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