+7,190.8%
DECK vs SM
+1,014.3%
+6,176.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | -10.8% | +0.6% | -11.4% | -11.7% |
| 6M | -8.7% | +0.2% | -9.0% | -10.5% |
| YTD | -14.0% | +69.7% | -83.7% | -22.3% |
| 1Y | +12.0% | +71.6% | -59.5% | +1.0% |
| 3Y | -10.5% | -16.9% | +6.4% | -12.6% |
| 5Y | +28.5% | -3.2% | +31.7% | +18.8% |
| 10Y | +923.3% | +15.5% | +907.7% | +586.0% |
| All | +7,190.8% | +1,014.3% | +6,176.6% | +4,306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling