+730.7%
DECK vs SPYG
+410.8%
+319.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.6% |
| 30D | -13.6% | -0.4% | -13.1% | -13.3% |
| 3M | -21.2% | +0.5% | -21.8% | -22.4% |
| 6M | -21.1% | +17.5% | -38.6% | -33.3% |
| YTD | -17.2% | +14.3% | -31.6% | -28.4% |
| 1Y | -30.7% | +21.7% | -52.5% | -44.2% |
| 3Y | -3.4% | +98.6% | -102.0% | -51.8% |
| 5Y | +25.5% | +85.1% | -59.6% | -32.4% |
| All | +730.7% | +410.8% | +319.9% | +76.8% |
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