+877.2%
DECK vs SFM
+138.2%
+739.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | -0.5% |
| 7D | +5.8% | -1.2% | +7.0% | +5.9% |
| 30D | +7.9% | -24.8% | +32.6% | +11.7% |
| 3M | -11.4% | -43.7% | +32.3% | -4.2% |
| 6M | -16.6% | -37.3% | +20.7% | -11.6% |
| YTD | -16.4% | -38.4% | +22.0% | -11.6% |
| 1Y | +8.6% | -36.9% | +45.6% | +14.3% |
| 3Y | -15.1% | +20.7% | -35.8% | -21.1% |
| 5Y | +22.9% | +103.5% | -80.6% | +2.7% |
| All | +877.2% | +138.2% | +739.0% | +658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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