-1.8%
DECK vs SPG
+112.6%
-114.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.2% |
| 7D | -2.2% | -2.4% | +0.2% | -0.6% |
| 30D | -13.6% | -6.8% | -6.8% | -9.2% |
| 3M | -21.2% | +2.7% | -23.9% | -22.6% |
| 6M | -21.1% | +5.5% | -26.5% | -23.8% |
| YTD | -17.2% | +15.7% | -32.9% | -24.9% |
| 1Y | -30.7% | +20.9% | -51.6% | -39.1% |
| All | -1.8% | +112.6% | -114.4% | -23.4% |
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