+228.5%
DECK vs SITM
+2,630.8%
-2,402.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.0% | +10.4% | +0.6% |
| 7D | +6.0% | -27.3% | +33.3% | +11.7% |
| 30D | +7.4% | -50.1% | +57.5% | +20.7% |
| 3M | -11.7% | -34.6% | +23.0% | -7.1% |
| 6M | -11.0% | -40.5% | +29.5% | -7.6% |
| YTD | -15.4% | +0.5% | -15.9% | -22.6% |
| 1Y | +7.2% | +27.2% | -20.0% | -7.8% |
| 3Y | -11.8% | +216.7% | -228.5% | -42.4% |
| 5Y | +24.3% | +23.5% | +0.8% | -10.8% |
| All | +228.5% | +2,630.8% | -2,402.3% | +37.9% |
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