+455.7%
STX vs DECK
+25.8%
+429.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.5% | -14.7% | -16.0% |
| 7D | -33.4% | +6.0% | -39.4% | -34.2% |
| 30D | -42.1% | +7.4% | -49.5% | -42.9% |
| 3M | -44.3% | -11.7% | -32.6% | -43.2% |
| 6M | -39.4% | -11.0% | -28.4% | -39.1% |
| YTD | +70.0% | -15.4% | +85.3% | +70.7% |
| 1Y | +70.2% | +7.2% | +62.9% | +60.0% |
| 3Y | +585.2% | -11.8% | +597.0% | +520.9% |
| 5Y | +455.7% | +24.3% | +431.3% | +322.2% |
| All | +455.7% | +25.8% | +429.9% | +322.2% |
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 · 6 months rolling