-12.8%
DECK vs SM
-17.0%
+4.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -15.3% | +21.3% | +7.5% |
| 7D | +10.4% | -21.5% | +31.9% | +12.8% |
| 30D | +11.1% | -11.4% | +22.5% | +11.8% |
| 3M | -10.8% | +0.6% | -11.4% | -12.4% |
| 6M | -8.7% | +0.2% | -9.0% | -11.5% |
| YTD | -14.0% | +69.7% | -83.7% | -29.4% |
| 1Y | +12.0% | +71.6% | -59.5% | -8.6% |
| All | -12.8% | -17.0% | +4.2% | -14.5% |
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