+26.1%
DECK vs SIRI
-44.4%
+70.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.9% |
| 7D | -2.2% | +1.6% | -3.8% | -2.5% |
| 30D | -13.6% | -4.7% | -8.9% | -13.1% |
| 3M | -21.2% | +5.3% | -26.5% | -21.7% |
| 6M | -21.1% | +30.5% | -51.6% | -23.6% |
| YTD | -17.2% | +49.6% | -66.9% | -21.2% |
| 1Y | -30.7% | +28.5% | -59.3% | -33.1% |
| 3Y | -3.4% | -27.5% | +24.1% | -4.1% |
| All | +26.1% | -44.4% | +70.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling