+24.5%
SSPC vs DECK
-23.7%
+48.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -1.5% | +19.8% | +18.2% |
| 7D | +29.9% | +6.0% | +23.9% | +30.2% |
| 30D | +73.6% | +7.4% | +66.2% | +75.1% |
| 3M | -46.3% | -11.7% | -34.6% | -47.1% |
| All | +24.5% | -23.7% | +48.2% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling