+29,741.5%
DECK vs SPYG
+545.3%
+29,196.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.7% | +4.9% |
| 7D | +10.4% | -2.8% | +13.1% | +12.9% |
| 30D | +11.1% | -6.2% | +17.3% | +17.0% |
| 3M | -10.8% | -3.6% | -7.2% | -8.2% |
| 6M | -8.7% | +4.8% | -13.5% | -13.1% |
| YTD | -14.0% | +11.0% | -25.0% | -22.2% |
| 1Y | +12.0% | +11.2% | +0.8% | +0.9% |
| 3Y | -10.5% | +100.2% | -110.7% | -50.4% |
| 5Y | +28.5% | +71.7% | -43.2% | -18.3% |
| 10Y | +923.3% | +420.7% | +502.6% | +171.8% |
| All | +29,741.5% | +545.3% | +29,196.2% | +4,026.4% |
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