+47,425.4%
DECK vs SBAC
+2,208.1%
+45,217.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| 3M | -21.2% | -8.2% | -13.0% | -20.4% |
| 6M | -21.1% | -1.6% | -19.4% | -21.3% |
| YTD | -17.2% | -0.1% | -17.1% | -17.7% |
| 1Y | -30.7% | -0.5% | -30.3% | -31.2% |
| 3Y | -3.4% | -9.1% | +5.7% | -3.9% |
| 5Y | +25.5% | -43.8% | +69.3% | +33.0% |
| 10Y | +714.7% | +80.5% | +634.1% | +628.6% |
| All | +47,425.4% | +2,208.1% | +45,217.3% | +24,536.9% |
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 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