+1.3%
SNXX vs DECK
-15.0%
+16.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +6.8% |
| 7D | -51.3% | +5.8% | -57.1% | -51.3% |
| 30D | -79.0% | +7.9% | -86.9% | -79.0% |
| 3M | -66.5% | -11.4% | -55.1% | -65.9% |
| 6M | -83.8% | -16.6% | -67.2% | -83.7% |
| All | +1.3% | -15.0% | +16.3% | +4.0% |
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