+24.3%
DECK vs SPYG
+61.3%
-37.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.2% | +4.0% |
| 7D | +6.0% | -7.0% | +13.0% | +13.4% |
| 30D | +7.4% | -12.1% | +19.6% | +21.1% |
| 3M | -11.7% | -9.0% | -2.7% | -3.8% |
| 6M | -11.0% | -2.0% | -8.9% | -10.7% |
| YTD | -15.4% | +4.6% | -19.9% | -20.9% |
| 1Y | +7.2% | +4.4% | +2.8% | -0.1% |
| 3Y | -11.8% | +88.7% | -100.5% | -55.7% |
| 5Y | +24.3% | +61.8% | -37.5% | -23.7% |
| All | +24.3% | +61.3% | -37.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling