+28.5%
DECK vs SIMO
+184.3%
-155.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.6% | +15.6% | +7.1% |
| 7D | +10.4% | -16.9% | +27.2% | +12.4% |
| 30D | +11.1% | -35.4% | +46.5% | +16.2% |
| 3M | -10.8% | -31.9% | +21.1% | -8.1% |
| 6M | -8.7% | -19.3% | +10.6% | -11.0% |
| YTD | -14.0% | +98.5% | -112.5% | -34.4% |
| 1Y | +12.0% | +100.5% | -88.5% | -15.0% |
| 3Y | -10.5% | +254.1% | -264.5% | -43.6% |
| 5Y | +28.5% | +187.4% | -158.9% | -16.8% |
| All | +28.5% | +184.3% | -155.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling