+1,475.7%
SMH vs DECK
+753.0%
+722.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.9% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -13.8% | +4.8% | -18.6% | -15.5% |
| 3M | -17.4% | -6.9% | -10.4% | -16.0% |
| 6M | -15.0% | -7.6% | -7.4% | -14.3% |
| YTD | +35.2% | -16.3% | +51.4% | +39.0% |
| 1Y | +41.6% | +4.5% | +37.1% | +34.1% |
| 3Y | +215.6% | -17.1% | +232.7% | +202.6% |
| 5Y | +233.2% | +21.9% | +211.3% | +163.3% |
| All | +1,475.7% | +753.0% | +722.7% | +690.5% |
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