-1.8%
DECK vs SGI
+54.7%
-56.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | -2.2% | +8.5% | -10.8% | -5.8% |
| 30D | -13.6% | +0.7% | -14.3% | -14.1% |
| 3M | -21.2% | +0.6% | -21.9% | -22.0% |
| 6M | -21.1% | -17.9% | -3.1% | -15.2% |
| YTD | -17.2% | -21.2% | +4.0% | -10.4% |
| 1Y | -30.7% | -18.9% | -11.9% | -26.6% |
| All | -1.8% | +54.7% | -56.4% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling