+923.3%
DECK vs SPG
+113.1%
+810.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +4.7% |
| 7D | +10.4% | +8.2% | +2.2% | +6.7% |
| 30D | +11.1% | +13.5% | -2.4% | +5.2% |
| 3M | -10.8% | +2.2% | -13.0% | -11.6% |
| 6M | -8.7% | +15.9% | -24.6% | -14.3% |
| YTD | -14.0% | +27.6% | -41.6% | -22.5% |
| 1Y | +12.0% | +30.9% | -18.9% | -0.1% |
| 3Y | -10.5% | +124.5% | -135.0% | -35.7% |
| 5Y | +28.5% | +79.9% | -51.4% | -0.8% |
| 10Y | +923.3% | +112.9% | +810.4% | +551.0% |
| All | +923.3% | +113.1% | +810.2% | +551.0% |
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