+390.5%
SN vs DECK
-11.0%
+401.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +1.5% |
| 7D | +10.6% | +10.4% | +0.3% | +6.0% |
| 30D | +20.0% | +11.1% | +8.9% | +14.6% |
| 3M | +30.4% | -10.8% | +41.1% | +36.5% |
| 6M | +91.0% | -8.7% | +99.7% | +97.0% |
| YTD | +95.9% | -14.0% | +110.0% | +105.3% |
| 1Y | +158.9% | +12.0% | +146.9% | +140.1% |
| All | +390.5% | -11.0% | +401.5% | +432.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling