+3.0%
SSPC vs DECK
-24.6%
+27.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.1% | -17.3% |
| 7D | -4.7% | +5.8% | -10.4% | -4.4% |
| 30D | +36.7% | +7.9% | +28.8% | +38.4% |
| 3M | -49.4% | -11.4% | -38.0% | -49.9% |
| All | +3.0% | -24.6% | +27.6% | +2.1% |
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 · Available span rolling