+877.2%
DECK vs SPYG
+388.2%
+489.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | +5.8% | -3.6% | +9.4% | +9.3% |
| 30D | +7.9% | -11.2% | +19.0% | +20.3% |
| 3M | -11.4% | -8.1% | -3.3% | -4.5% |
| 6M | -16.6% | -3.3% | -13.3% | -15.2% |
| YTD | -16.4% | +5.5% | -21.9% | -22.2% |
| 1Y | +8.6% | +7.0% | +1.7% | -0.8% |
| 3Y | -15.1% | +89.5% | -104.6% | -55.9% |
| 5Y | +22.9% | +63.3% | -40.4% | -25.5% |
| All | +877.2% | +388.2% | +489.0% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling