+401.0%
SN vs DECK
-3.0%
+404.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.7% |
| 7D | -9.3% | -2.2% | -7.1% | -8.4% |
| 30D | -4.8% | -13.6% | +8.8% | +1.0% |
| 3M | +40.4% | -21.2% | +61.7% | +54.4% |
| 6M | +50.9% | -21.1% | +72.0% | +65.6% |
| YTD | +54.9% | -17.2% | +72.2% | +65.0% |
| 1Y | +43.0% | -30.7% | +73.8% | +62.9% |
| All | +401.0% | -3.0% | +404.0% | +477.5% |
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