+8.6%
DECK vs SPYG
+5.4%
+3.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +5.8% | -3.6% | +9.4% | +7.3% |
| 30D | +7.9% | -11.2% | +19.0% | +13.1% |
| 3M | -11.4% | -8.1% | -3.3% | -8.5% |
| 6M | -16.6% | -3.3% | -13.3% | -15.6% |
| YTD | -16.4% | +5.5% | -21.9% | -23.2% |
| 1Y | +8.6% | +7.0% | +1.7% | +0.5% |
| All | +8.6% | +5.4% | +3.2% | +0.5% |
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