+28.5%
DECK vs SM
-5.9%
+34.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -15.3% | +21.3% | +7.9% |
| 7D | +10.4% | -21.5% | +31.9% | +13.4% |
| 30D | +11.1% | -11.4% | +22.5% | +12.1% |
| 3M | -10.8% | +0.6% | -11.4% | -12.2% |
| 6M | -8.7% | +0.2% | -9.0% | -11.2% |
| YTD | -14.0% | +69.7% | -83.7% | -26.2% |
| 1Y | +12.0% | +71.6% | -59.5% | -4.3% |
| 3Y | -10.5% | -16.9% | +6.4% | -14.8% |
| 5Y | +28.5% | -3.2% | +31.7% | +14.1% |
| All | +28.5% | -5.9% | +34.4% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling