+741.1%
DECK vs SPG
+60.3%
+680.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.0% |
| 7D | -2.2% | -2.4% | +0.2% | -1.2% |
| 30D | -13.6% | -6.8% | -6.8% | -10.9% |
| 3M | -21.2% | +2.7% | -23.9% | -22.1% |
| 6M | -21.1% | +5.5% | -26.5% | -22.7% |
| YTD | -17.2% | +15.7% | -32.9% | -22.1% |
| 1Y | -30.7% | +20.9% | -51.6% | -36.1% |
| 3Y | -3.4% | +112.4% | -115.7% | -29.0% |
| 5Y | +25.5% | +101.4% | -75.8% | -6.3% |
| All | +741.1% | +60.3% | +680.8% | +528.8% |
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