+888.8%
DECK vs SPG
+108.0%
+780.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | +6.0% | +5.0% | +1.0% | +3.8% |
| 30D | +7.4% | +12.3% | -4.9% | +2.2% |
| 3M | -11.7% | +1.9% | -13.5% | -12.3% |
| 6M | -11.0% | +14.4% | -25.4% | -15.9% |
| YTD | -15.4% | +26.5% | -41.9% | -23.4% |
| 1Y | +7.2% | +30.7% | -23.4% | -4.2% |
| 3Y | -11.8% | +122.6% | -134.4% | -36.5% |
| 5Y | +24.3% | +73.3% | -49.0% | -2.7% |
| All | +888.8% | +108.0% | +780.8% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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