+29,282.7%
DECK vs SPYG
+508.1%
+28,774.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.2% | +3.3% |
| 7D | +6.0% | -7.0% | +13.0% | +12.4% |
| 30D | +7.4% | -12.1% | +19.6% | +19.3% |
| 3M | -11.7% | -9.0% | -2.7% | -4.8% |
| 6M | -11.0% | -2.0% | -8.9% | -10.4% |
| YTD | -15.4% | +4.6% | -19.9% | -19.6% |
| 1Y | +7.2% | +4.4% | +2.8% | +1.6% |
| 3Y | -11.8% | +88.7% | -100.5% | -48.7% |
| 5Y | +24.3% | +61.8% | -37.5% | -17.1% |
| 10Y | +907.5% | +390.7% | +516.9% | +180.8% |
| All | +29,282.7% | +508.1% | +28,774.6% | +4,162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling