+336.1%
SPGI vs DECK
+885.7%
-549.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +2.6% | +6.0% | -3.5% | +1.2% |
| 30D | +19.3% | +7.4% | +11.8% | +17.4% |
| 3M | +15.5% | -11.7% | +27.1% | +18.4% |
| 6M | +18.3% | -11.0% | +29.3% | +20.7% |
| YTD | -3.8% | -15.4% | +11.6% | -1.6% |
| 1Y | +1.3% | +7.2% | -5.9% | -1.9% |
| 3Y | +33.6% | -11.8% | +45.4% | +26.0% |
| 5Y | +13.2% | +24.3% | -11.2% | -6.0% |
| All | +336.1% | +885.7% | -549.6% | +151.4% |
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 · 6 months rolling