-13.2%
SRE vs DECK
+6.6%
-19.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -9.2% | +5.8% | -14.9% | -9.2% |
| 30D | -1.9% | +7.9% | -9.8% | -2.0% |
| 3M | -6.5% | -11.4% | +4.9% | -6.4% |
| 6M | -15.2% | -16.6% | +1.3% | -14.9% |
| YTD | -9.5% | -16.4% | +6.9% | -9.0% |
| 1Y | -13.2% | +8.6% | -21.9% | -11.9% |
| All | -13.2% | +6.6% | -19.8% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling