+730.7%
DECK vs SNY
+69.4%
+661.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -13.6% | +3.4% | -17.0% | -14.3% |
| 3M | -21.2% | -0.3% | -20.9% | -21.2% |
| 6M | -21.1% | +1.0% | -22.1% | -21.3% |
| YTD | -17.2% | -3.6% | -13.6% | -16.6% |
| 1Y | -30.7% | +3.0% | -33.8% | -31.5% |
| 3Y | -3.4% | -4.3% | +1.0% | -5.3% |
| 5Y | +25.5% | +5.2% | +20.4% | +16.1% |
| All | +730.7% | +69.4% | +661.3% | +467.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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