-12.8%
DECK vs SPG
+124.6%
-137.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +3.8% |
| 7D | +10.4% | +8.2% | +2.2% | +4.2% |
| 30D | +11.1% | +13.5% | -2.4% | +1.2% |
| 3M | -10.8% | +2.2% | -13.0% | -12.2% |
| 6M | -8.7% | +15.9% | -24.6% | -18.0% |
| YTD | -14.0% | +27.6% | -41.6% | -28.0% |
| 1Y | +12.0% | +30.9% | -18.9% | -7.9% |
| All | -12.8% | +124.6% | -137.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling