-90.2%
SNDQ vs DECK
-18.9%
-71.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +8.5% |
| 7D | -18.7% | +0.1% | -18.8% | -19.2% |
| 30D | +69.5% | +4.8% | +64.7% | +58.3% |
| 3M | +54.2% | -6.9% | +61.2% | +65.9% |
| 6M | -69.6% | -7.6% | -62.0% | -62.7% |
| All | -90.2% | -18.9% | -71.4% | -87.6% |
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 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