+10,449.0%
SPGI vs DECK
+8,125.5%
+2,323.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +2.8% |
| 7D | +7.2% | +10.4% | -3.2% | +6.2% |
| 30D | +23.2% | +11.1% | +12.1% | +21.9% |
| 3M | +17.0% | -10.8% | +27.8% | +18.3% |
| 6M | +20.4% | -8.7% | +29.2% | +21.3% |
| YTD | -1.9% | -14.0% | +12.1% | -1.0% |
| 1Y | +2.9% | +12.0% | -9.1% | +1.2% |
| 3Y | +36.2% | -10.5% | +46.7% | +34.3% |
| 5Y | +14.8% | +28.5% | -13.7% | +8.1% |
| 10Y | +355.1% | +923.3% | -568.2% | +253.5% |
| All | +10,449.0% | +8,125.5% | +2,323.4% | +6,918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling