+28,636.4%
DECK vs SPYG
+564.9%
+28,071.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.5% |
| 30D | -13.6% | -0.4% | -13.1% | -13.3% |
| 3M | -21.2% | +0.5% | -21.8% | -22.2% |
| 6M | -21.1% | +17.5% | -38.6% | -31.6% |
| YTD | -17.2% | +14.3% | -31.6% | -26.8% |
| 1Y | -30.7% | +21.7% | -52.5% | -42.3% |
| 3Y | -3.4% | +98.6% | -102.0% | -46.0% |
| 5Y | +25.5% | +85.1% | -59.6% | -24.8% |
| 10Y | +714.7% | +412.0% | +302.6% | +119.4% |
| All | +28,636.4% | +564.9% | +28,071.5% | +3,781.7% |
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 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