+1,883.6%
STX vs DECK
+874.1%
+1,009.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -28.5% | +5.8% | -34.2% | -29.4% |
| 30D | -42.9% | +7.9% | -50.8% | -43.9% |
| 3M | -45.9% | -11.4% | -34.5% | -44.9% |
| 6M | -41.3% | -16.6% | -24.7% | -40.1% |
| YTD | +67.9% | -16.4% | +84.3% | +69.2% |
| 1Y | +66.5% | +8.6% | +57.9% | +57.1% |
| 3Y | +588.0% | -15.1% | +603.1% | +554.3% |
| 5Y | +449.1% | +22.9% | +426.2% | +357.0% |
| All | +1,883.6% | +874.1% | +1,009.6% | +1,134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling