-15.1%
DECK vs SPXS
-79.2%
+64.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.5% |
| 7D | +5.8% | +7.5% | -1.7% | +9.6% |
| 30D | +7.9% | +17.5% | -9.6% | +16.5% |
| 3M | -11.4% | +14.7% | -26.1% | -4.9% |
| 6M | -16.6% | -0.1% | -16.4% | -15.0% |
| YTD | -16.4% | -19.7% | +3.4% | -21.6% |
| 1Y | +8.6% | -23.6% | +32.3% | -0.2% |
| 3Y | -15.1% | -79.2% | +64.1% | -44.5% |
| All | -15.1% | -79.2% | +64.1% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling