-14.9%
DECK vs SITM
+306.2%
-321.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.3% |
| 7D | +6.8% | -0.1% | +6.9% | +6.3% |
| 30D | +8.3% | -27.4% | +35.7% | +12.5% |
| 3M | -7.9% | -35.6% | +27.7% | -3.2% |
| 6M | -10.6% | -46.6% | +36.1% | -4.7% |
| YTD | -13.4% | +25.8% | -39.2% | -24.1% |
| 1Y | +12.5% | +38.2% | -25.8% | -3.9% |
| 3Y | -14.9% | +311.5% | -326.4% | -46.4% |
| All | -14.9% | +306.2% | -321.0% | -46.4% |
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 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