+8.6%
DECK vs SITM
+26.7%
-18.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +17.4% | -18.6% | -1.5% |
| 7D | +5.8% | -6.7% | +12.5% | +5.9% |
| 30D | +7.9% | -37.3% | +45.2% | +9.4% |
| 3M | -11.4% | -39.4% | +28.0% | -10.3% |
| 6M | -16.6% | -33.1% | +16.6% | -16.5% |
| YTD | -16.4% | +18.0% | -34.4% | -22.3% |
| 1Y | +8.6% | +22.7% | -14.0% | +0.5% |
| All | +8.6% | +26.7% | -18.1% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling