+26.1%
DECK vs STT
+145.1%
-119.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -13.6% | +3.9% | -17.4% | -15.2% |
| 3M | -21.2% | +20.0% | -41.2% | -28.4% |
| 6M | -21.1% | +55.3% | -76.4% | -36.9% |
| YTD | -17.2% | +53.3% | -70.6% | -33.6% |
| 1Y | -30.7% | +74.7% | -105.4% | -48.1% |
| 3Y | -3.4% | +205.8% | -209.2% | -44.2% |
| All | +26.1% | +145.1% | -119.0% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling