+26.1%
DECK vs SITM
+170.8%
-144.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -5.0% | +0.3% |
| 7D | -2.2% | +9.7% | -11.9% | -4.0% |
| 30D | -13.6% | +12.7% | -26.3% | -16.7% |
| 3M | -21.2% | -13.4% | -7.8% | -21.4% |
| 6M | -21.1% | +59.6% | -80.7% | -32.7% |
| YTD | -17.2% | +73.3% | -90.5% | -31.6% |
| 1Y | -30.7% | +165.5% | -196.3% | -49.5% |
| 3Y | -3.4% | +368.7% | -372.1% | -44.1% |
| All | +26.1% | +170.8% | -144.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling