-12.8%
DECK vs SIMO
+252.8%
-265.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.6% | +15.6% | +6.6% |
| 7D | +10.4% | -16.9% | +27.2% | +11.7% |
| 30D | +11.1% | -35.4% | +46.5% | +14.5% |
| 3M | -10.8% | -31.9% | +21.1% | -9.0% |
| 6M | -8.7% | -19.3% | +10.6% | -11.1% |
| YTD | -14.0% | +98.5% | -112.5% | -34.9% |
| 1Y | +12.0% | +100.5% | -88.5% | -15.8% |
| All | -12.8% | +252.8% | -265.6% | -42.7% |
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 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