+7.2%
DECK vs SIMO
+71.5%
-64.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | -2.2% |
| 7D | +6.0% | -31.4% | +37.4% | +4.4% |
| 30D | +7.4% | -45.2% | +52.6% | +4.9% |
| 3M | -11.7% | -36.5% | +24.9% | -12.9% |
| 6M | -11.0% | -34.2% | +23.2% | -12.0% |
| YTD | -15.4% | +69.9% | -85.3% | -16.1% |
| 1Y | +7.2% | +60.4% | -53.2% | +8.4% |
| All | +7.2% | +71.5% | -64.3% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling