-1.8%
DECK vs SMTC
+463.0%
-464.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.7% | +0.4% |
| 7D | -2.2% | +12.7% | -15.0% | -3.7% |
| 30D | -13.6% | +22.0% | -35.6% | -16.5% |
| 3M | -21.2% | -12.7% | -8.6% | -21.1% |
| 6M | -21.1% | +64.8% | -85.9% | -29.6% |
| YTD | -17.2% | +100.7% | -117.9% | -29.0% |
| 1Y | -30.7% | +146.9% | -177.6% | -43.3% |
| All | -1.8% | +463.0% | -464.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling