+28.5%
DECK vs STT
+103.1%
-74.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +4.9% |
| 7D | +10.4% | -0.1% | +10.4% | +10.4% |
| 30D | +11.1% | -1.7% | +12.8% | +12.0% |
| 3M | -10.8% | -6.4% | -4.4% | -8.0% |
| 6M | -8.7% | +17.7% | -26.4% | -16.7% |
| YTD | -14.0% | +36.9% | -50.9% | -27.6% |
| 1Y | +12.0% | +52.0% | -40.0% | -10.6% |
| 3Y | -10.5% | +178.6% | -189.0% | -46.9% |
| 5Y | +28.5% | +109.1% | -80.6% | -18.4% |
| All | +28.5% | +103.1% | -74.6% | -18.4% |
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 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