+827.9%
DECK vs SFM
+55.4%
+772.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.3% | +5.4% |
| 7D | +10.4% | -12.3% | +22.6% | +11.8% |
| 30D | +11.1% | -16.2% | +27.3% | +13.3% |
| 3M | -10.8% | -36.8% | +26.0% | -5.1% |
| 6M | -8.7% | -32.6% | +23.8% | -4.3% |
| YTD | -14.0% | -31.7% | +17.7% | -10.5% |
| 1Y | +12.0% | -35.0% | +47.0% | +17.5% |
| 3Y | -10.5% | +30.6% | -41.1% | -17.8% |
| 5Y | +28.5% | +136.0% | -107.5% | +4.8% |
| 10Y | +923.3% | +165.6% | +757.6% | +681.3% |
| All | +827.9% | +55.4% | +772.5% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling