+7.2%
DECK vs SPG
+29.6%
-22.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -0.8% |
| 7D | +6.0% | +5.0% | +1.0% | +2.0% |
| 30D | +7.4% | +12.3% | -4.9% | -2.2% |
| 3M | -11.7% | +1.9% | -13.5% | -12.8% |
| 6M | -11.0% | +14.4% | -25.4% | -19.8% |
| YTD | -15.4% | +26.5% | -41.9% | -28.7% |
| 1Y | +7.2% | +30.7% | -23.4% | -12.7% |
| All | +7.2% | +29.6% | -22.4% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling