-1.8%
DECK vs SM
-7.7%
+6.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.6% | +26.3% | -39.9% | -16.5% |
| 3M | -21.2% | +8.7% | -29.9% | -22.6% |
| 6M | -21.1% | +51.7% | -72.8% | -29.6% |
| YTD | -17.2% | +99.0% | -116.3% | -31.9% |
| 1Y | -30.7% | +34.6% | -65.3% | -37.1% |
| All | -1.8% | -7.7% | +6.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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