+3,097.9%
DECK vs SPXS
-100.0%
+3,197.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +2.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -13.6% | +0.8% | -14.4% | -13.2% |
| 3M | -21.2% | -4.7% | -16.5% | -22.2% |
| 6M | -21.1% | -29.6% | +8.5% | -30.2% |
| YTD | -17.2% | -29.8% | +12.6% | -26.5% |
| 1Y | -30.7% | -38.9% | +8.2% | -41.5% |
| 3Y | -3.4% | -79.6% | +76.3% | -40.0% |
| 5Y | +25.5% | -85.9% | +111.5% | -17.9% |
| 10Y | +714.7% | -99.5% | +814.2% | +94.6% |
| All | +3,097.9% | -100.0% | +3,197.9% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling