-14.9%
DECK vs SPYG
+92.3%
-107.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +6.8% | -1.9% | +8.7% | +8.5% |
| 30D | +8.3% | -9.2% | +17.5% | +17.7% |
| 3M | -7.9% | -6.8% | -1.0% | -2.3% |
| 6M | -10.6% | -2.6% | -8.0% | -9.7% |
| YTD | -13.4% | +7.5% | -20.9% | -21.2% |
| 1Y | +12.5% | +6.7% | +5.8% | +2.9% |
| 3Y | -14.9% | +90.1% | -104.9% | -57.5% |
| All | -14.9% | +92.3% | -107.1% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling