+950.2%
SMCI vs DECK
+730.5%
+219.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.4% | -6.9% | -9.5% |
| 7D | -0.3% | -3.7% | +3.3% | +1.2% |
| 30D | -30.9% | +0.6% | -31.5% | -31.4% |
| 3M | -28.2% | -7.3% | -20.9% | -26.6% |
| 6M | -17.7% | -10.9% | -6.8% | -15.3% |
| YTD | -7.8% | -18.5% | +10.7% | -2.3% |
| 1Y | -28.8% | +0.2% | -29.0% | -30.9% |
| 3Y | +1.5% | -19.8% | +21.3% | +4.2% |
| 5Y | +517.8% | +18.7% | +499.1% | +424.2% |
| All | +950.2% | +730.5% | +219.7% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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