+888.8%
DECK vs SIMO
+360.6%
+528.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | +1.0% |
| 7D | +6.0% | -31.4% | +37.4% | +12.5% |
| 30D | +7.4% | -45.2% | +52.6% | +18.0% |
| 3M | -11.7% | -36.5% | +24.9% | -6.9% |
| 6M | -11.0% | -34.2% | +23.2% | -10.2% |
| YTD | -15.4% | +69.9% | -85.3% | -36.4% |
| 1Y | +7.2% | +60.4% | -53.2% | -18.3% |
| 3Y | -11.8% | +203.1% | -215.0% | -45.9% |
| 5Y | +24.3% | +145.4% | -121.1% | -23.0% |
| All | +888.8% | +360.6% | +528.2% | +374.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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