+888.8%
DECK vs SMTC
+266.9%
+621.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.5% | +16.0% | +2.4% |
| 7D | +6.0% | -35.0% | +41.0% | +15.7% |
| 30D | +7.4% | -53.6% | +61.0% | +25.5% |
| 3M | -11.7% | -24.5% | +12.9% | -10.5% |
| 6M | -11.0% | -19.0% | +8.0% | -15.1% |
| YTD | -15.4% | +24.2% | -39.6% | -30.0% |
| 1Y | +7.2% | +35.6% | -28.4% | -14.3% |
| 3Y | -11.8% | +521.9% | -533.7% | -63.3% |
| 5Y | +24.3% | +1.5% | +22.9% | -2.0% |
| All | +888.8% | +266.9% | +621.9% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling