+224.7%
DECK vs SITM
+3,107.0%
-2,882.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +17.4% | -18.6% | -4.3% |
| 7D | +5.8% | -6.7% | +12.5% | +6.3% |
| 30D | +7.9% | -37.3% | +45.2% | +16.0% |
| 3M | -11.4% | -39.4% | +28.0% | -5.0% |
| 6M | -16.6% | -33.1% | +16.6% | -15.4% |
| YTD | -16.4% | +18.0% | -34.4% | -25.9% |
| 1Y | +8.6% | +22.7% | -14.0% | -5.1% |
| 3Y | -15.1% | +283.8% | -298.9% | -46.6% |
| 5Y | +22.9% | +45.0% | -22.2% | -14.6% |
| All | +224.7% | +3,107.0% | -2,882.4% | +32.0% |
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