+888.8%
DECK vs SPXS
-99.5%
+988.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.2% | -14.8% | +3.6% |
| 7D | +6.0% | +14.3% | -8.3% | +12.2% |
| 30D | +7.4% | +19.4% | -12.0% | +15.8% |
| 3M | -11.7% | +16.2% | -27.9% | -5.4% |
| 6M | -11.0% | -3.4% | -7.5% | -10.5% |
| YTD | -15.4% | -19.1% | +3.7% | -19.2% |
| 1Y | +7.2% | -20.5% | +27.7% | +2.0% |
| 3Y | -11.8% | -79.1% | +67.3% | -42.3% |
| 5Y | +24.3% | -81.6% | +105.9% | -6.3% |
| All | +888.8% | -99.5% | +988.3% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling