+741.1%
DECK vs SIMO
+502.1%
+239.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.2% | -0.1% |
| 7D | -2.2% | +4.2% | -6.5% | -3.1% |
| 30D | -13.6% | +4.1% | -17.7% | -14.9% |
| 3M | -21.2% | -12.9% | -8.4% | -21.7% |
| 6M | -21.1% | +110.3% | -131.4% | -38.6% |
| YTD | -17.2% | +178.6% | -195.8% | -41.4% |
| 1Y | -30.7% | +220.0% | -250.7% | -53.3% |
| 3Y | -3.4% | +409.0% | -412.4% | -44.1% |
| 5Y | +25.5% | +277.3% | -251.8% | -24.8% |
| All | +741.1% | +502.1% | +239.0% | +310.5% |
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