+6,920.8%
DECK vs STT
+3,511.2%
+3,409.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | -21.2% | +20.0% | -41.2% | -26.3% |
| 6M | -21.1% | +55.3% | -76.4% | -32.4% |
| YTD | -17.2% | +53.3% | -70.6% | -28.9% |
| 1Y | -30.7% | +74.7% | -105.4% | -43.2% |
| 3Y | -3.4% | +205.8% | -209.2% | -34.5% |
| 5Y | +25.5% | +145.0% | -119.5% | -10.3% |
| 10Y | +714.7% | +266.0% | +448.6% | +388.3% |
| All | +6,920.8% | +3,511.2% | +3,409.7% | +2,353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling