-64.8%
SPCH vs DECK
-24.6%
-40.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.2% | +18.0% | +16.8% |
| 7D | -3.0% | +5.8% | -8.8% | -3.2% |
| 30D | -39.8% | +7.9% | -47.7% | -40.6% |
| 3M | +16.8% | -11.4% | +28.2% | +17.6% |
| All | -64.8% | -24.6% | -40.2% | -64.4% |
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 · Available span rolling