+888.8%
DECK vs STT
+203.9%
+684.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | +0.6% |
| 7D | +6.0% | -4.9% | +10.9% | +8.4% |
| 30D | +7.4% | -6.0% | +13.4% | +10.4% |
| 3M | -11.7% | -11.7% | 0.0% | -6.7% |
| 6M | -11.0% | +11.7% | -22.6% | -16.0% |
| YTD | -15.4% | +30.4% | -45.8% | -25.8% |
| 1Y | +7.2% | +43.9% | -36.7% | -10.2% |
| 3Y | -11.8% | +165.4% | -177.2% | -44.0% |
| 5Y | +24.3% | +101.0% | -76.7% | -14.1% |
| All | +888.8% | +203.9% | +684.9% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling