+238.6%
DECK vs SITM
+3,415.8%
-3,177.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.6% | -5.3% | +2.6% |
| 7D | +6.4% | +9.4% | -3.0% | +4.0% |
| 30D | +9.1% | -25.4% | +34.5% | +13.7% |
| 3M | -7.2% | -37.0% | +29.8% | -1.1% |
| 6M | -9.9% | -45.1% | +35.2% | -3.9% |
| YTD | -12.8% | +29.4% | -42.2% | -24.0% |
| 1Y | +10.6% | +39.8% | -29.2% | -5.7% |
| 3Y | -13.8% | +328.2% | -342.0% | -46.9% |
| 5Y | +27.6% | +87.4% | -59.8% | -14.9% |
| All | +238.6% | +3,415.8% | -3,177.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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