+26.1%
DECK vs SFM
+230.0%
-203.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -13.6% | -4.4% | -9.2% | -13.1% |
| 3M | -21.2% | +1.5% | -22.8% | -21.6% |
| 6M | -21.1% | +6.5% | -27.6% | -22.5% |
| YTD | -17.2% | +2.2% | -19.4% | -18.3% |
| 1Y | -30.7% | -41.9% | +11.1% | -25.8% |
| 3Y | -3.4% | +106.8% | -110.1% | -16.2% |
| All | +26.1% | +230.0% | -203.9% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling