+20.9%
SGOV vs DECK
+19.2%
+1.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | +0.1% | -3.7% | +3.7% | +0.1% |
| 30D | +0.3% | +0.6% | -0.3% | +0.3% |
| 3M | +0.9% | -7.3% | +8.3% | +0.9% |
| 6M | +1.9% | -10.9% | +12.8% | +1.9% |
| YTD | +3.2% | -18.5% | +21.7% | +3.2% |
| 1Y | +3.7% | +0.2% | +3.6% | +3.7% |
| 3Y | +14.1% | -19.8% | +33.9% | +14.1% |
| 5Y | +20.9% | +18.7% | +2.3% | +21.0% |
| All | +20.9% | +19.2% | +1.8% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling