+178.2%
SAP vs DECK
+718.3%
-540.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | +9.0% | -13.6% | +22.6% | +12.3% |
| 3M | +14.9% | -21.2% | +36.2% | +20.7% |
| 6M | +11.9% | -21.1% | +33.0% | +17.1% |
| YTD | -9.9% | -17.2% | +7.3% | -7.4% |
| 1Y | -19.5% | -30.7% | +11.2% | -14.5% |
| 3Y | +61.8% | -3.4% | +65.2% | +51.5% |
| 5Y | +56.2% | +25.5% | +30.6% | +32.6% |
| All | +178.2% | +718.3% | -540.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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