+24.3%
DECK vs SIMO
+144.7%
-120.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | +0.1% |
| 7D | +6.0% | -31.4% | +37.4% | +10.2% |
| 30D | +7.4% | -45.2% | +52.6% | +14.4% |
| 3M | -11.7% | -36.5% | +24.9% | -8.5% |
| 6M | -11.0% | -34.2% | +23.2% | -11.0% |
| YTD | -15.4% | +69.9% | -85.3% | -34.3% |
| 1Y | +7.2% | +60.4% | -53.2% | -15.6% |
| 3Y | -11.8% | +203.1% | -215.0% | -43.5% |
| 5Y | +24.3% | +145.4% | -121.1% | -18.3% |
| All | +24.3% | +144.7% | -120.3% | -18.3% |
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