-1.8%
DECK vs SITM
+372.9%
-374.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -5.0% | +0.6% |
| 7D | -2.2% | +9.7% | -11.9% | -3.6% |
| 30D | -13.6% | +12.7% | -26.3% | -16.0% |
| 3M | -21.2% | -13.4% | -7.8% | -21.1% |
| 6M | -21.1% | +59.6% | -80.7% | -31.0% |
| YTD | -17.2% | +73.3% | -90.5% | -29.5% |
| 1Y | -30.7% | +165.5% | -196.3% | -47.1% |
| All | -1.8% | +372.9% | -374.7% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling