-1.8%
DECK vs SIMO
+418.6%
-420.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.2% | +0.7% |
| 7D | -2.2% | +4.2% | -6.5% | -2.6% |
| 30D | -13.6% | +4.1% | -17.7% | -14.2% |
| 3M | -21.2% | -12.9% | -8.4% | -21.2% |
| 6M | -21.1% | +110.3% | -131.4% | -35.3% |
| YTD | -17.2% | +178.6% | -195.8% | -39.0% |
| 1Y | -30.7% | +220.0% | -250.7% | -52.3% |
| All | -1.8% | +418.6% | -420.3% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling