-30.7%
DECK vs SPYG
+22.6%
-53.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -13.6% | -0.4% | -13.1% | -13.4% |
| 3M | -21.2% | +0.5% | -21.8% | -21.1% |
| 6M | -21.1% | +17.5% | -38.6% | -28.6% |
| YTD | -17.2% | +14.3% | -31.6% | -25.5% |
| 1Y | -30.7% | +21.7% | -52.5% | -39.3% |
| All | -30.7% | +22.6% | -53.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling