-89.4%
SNDQ vs DECK
-15.5%
-73.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +4.3% | -16.4% | -16.0% |
| 7D | +23.4% | +6.4% | +17.0% | +15.2% |
| 30D | +128.3% | +9.1% | +119.2% | +105.3% |
| 3M | -2.6% | -7.2% | +4.6% | +6.7% |
| 6M | -62.1% | -9.9% | -52.2% | -54.8% |
| All | -89.4% | -15.5% | -73.9% | -87.1% |
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