+8,083.2%
DECK vs SPG
+5,256.9%
+2,826.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 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% | -36.0% |
| 3Y | -3.4% | +112.4% | -115.7% | -29.2% |
| 5Y | +25.5% | +101.4% | -75.8% | -6.3% |
| 10Y | +714.7% | +60.6% | +654.0% | +478.4% |
| All | +8,083.2% | +5,256.9% | +2,826.3% | +2,462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling