+20.6%
SGOV vs DECK
+184.0%
-163.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.2% | +5.8% | -6.0% | -0.2% |
| 30D | 0.0% | +7.9% | -7.9% | 0.0% |
| 3M | +0.6% | -11.4% | +12.0% | +0.6% |
| 6M | +1.6% | -16.6% | +18.1% | +1.6% |
| YTD | +2.8% | -16.4% | +19.2% | +2.8% |
| 1Y | +3.4% | +8.6% | -5.2% | +3.4% |
| 3Y | +13.7% | -15.1% | +28.9% | +13.7% |
| 5Y | +20.5% | +22.9% | -2.4% | +20.5% |
| All | +20.6% | +184.0% | -163.4% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling