+28.5%
DECK vs SPG
+79.1%
-50.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +3.9% |
| 7D | +10.4% | +8.2% | +2.2% | +4.5% |
| 30D | +11.1% | +13.5% | -2.4% | +1.6% |
| 3M | -10.8% | +2.2% | -13.0% | -12.2% |
| 6M | -8.7% | +15.9% | -24.6% | -17.7% |
| YTD | -14.0% | +27.6% | -41.6% | -27.6% |
| 1Y | +12.0% | +30.9% | -18.9% | -7.3% |
| 3Y | -10.5% | +124.5% | -135.0% | -48.8% |
| 5Y | +28.5% | +79.9% | -51.4% | -18.1% |
| All | +28.5% | +79.1% | -50.6% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling