+77.6%
SO vs DECK
+25.8%
+51.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.2% |
| 7D | +0.4% | +6.0% | -5.6% | +0.3% |
| 30D | +9.2% | +7.4% | +1.8% | +9.2% |
| 3M | +1.1% | -11.7% | +12.7% | +1.2% |
| 6M | -1.1% | -11.0% | +9.9% | -1.0% |
| YTD | +9.7% | -15.4% | +25.0% | +9.8% |
| 1Y | +5.5% | +7.2% | -1.8% | +5.5% |
| 3Y | +47.0% | -11.8% | +58.9% | +44.7% |
| 5Y | +77.6% | +24.3% | +53.3% | +69.6% |
| All | +77.6% | +25.8% | +51.8% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling