+1,507.7%
SRE vs DECK
+21,965.4%
-20,457.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | -0.7% | -13.6% | +12.9% | +0.1% |
| 3M | -6.3% | -21.2% | +14.9% | -5.0% |
| 6M | -10.7% | -21.1% | +10.4% | -9.5% |
| YTD | -3.5% | -17.2% | +13.8% | -2.7% |
| 1Y | +5.3% | -30.7% | +36.0% | +7.1% |
| 3Y | +31.8% | -3.4% | +35.1% | +29.3% |
| 5Y | +47.4% | +25.5% | +21.8% | +40.9% |
| 10Y | +120.6% | +714.7% | -594.1% | +86.3% |
| All | +1,507.7% | +21,965.4% | -20,457.7% | +1,059.6% |
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 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