+26.1%
DECK vs SPYG
+85.0%
-59.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.3% |
| 6M | -21.1% | +17.5% | -38.6% | -33.6% |
| YTD | -17.2% | +14.3% | -31.6% | -28.7% |
| 1Y | -30.7% | +21.7% | -52.5% | -44.6% |
| 3Y | -3.4% | +98.6% | -102.0% | -53.4% |
| All | +26.1% | +85.0% | -59.0% | -33.5% |
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 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