+7.2%
DECK vs SPYG
+4.8%
+2.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.2% | +0.8% |
| 7D | +6.0% | -7.0% | +13.0% | +9.2% |
| 30D | +7.4% | -12.1% | +19.6% | +13.3% |
| 3M | -11.7% | -9.0% | -2.7% | -8.3% |
| 6M | -11.0% | -2.0% | -8.9% | -10.8% |
| YTD | -15.4% | +4.6% | -19.9% | -22.0% |
| 1Y | +7.2% | +4.4% | +2.8% | -0.8% |
| All | +7.2% | +4.8% | +2.4% | -0.8% |
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 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