+741.1%
DECK vs SGI
+277.9%
+463.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | -2.2% | +8.5% | -10.8% | -5.6% |
| 30D | -13.6% | +0.7% | -14.3% | -14.0% |
| 3M | -21.2% | +0.6% | -21.9% | -21.9% |
| 6M | -21.1% | -17.9% | -3.1% | -15.2% |
| YTD | -17.2% | -21.2% | +4.0% | -10.3% |
| 1Y | -30.7% | -18.9% | -11.9% | -26.4% |
| 3Y | -3.4% | +52.6% | -56.0% | -22.1% |
| 5Y | +25.5% | +60.7% | -35.2% | -5.3% |
| All | +741.1% | +277.9% | +463.2% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling