+741.1%
DECK vs SMTC
+428.4%
+312.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.7% | -0.7% |
| 7D | -2.2% | +12.7% | -15.0% | -5.1% |
| 30D | -13.6% | +22.0% | -35.6% | -19.1% |
| 3M | -21.2% | -12.7% | -8.6% | -21.7% |
| 6M | -21.1% | +64.8% | -85.9% | -35.6% |
| YTD | -17.2% | +100.7% | -117.9% | -36.7% |
| 1Y | -30.7% | +146.9% | -177.6% | -51.0% |
| 3Y | -3.4% | +456.8% | -460.2% | -55.1% |
| 5Y | +25.5% | +89.2% | -63.7% | -13.7% |
| All | +741.1% | +428.4% | +312.8% | +280.5% |
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