+211.2%
SMH vs DECK
+25.8%
+185.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -1.5% | -9.7% | -10.7% |
| 7D | -20.3% | +6.0% | -26.3% | -21.9% |
| 30D | -29.2% | +7.4% | -36.7% | -31.1% |
| 3M | -21.4% | -11.7% | -9.8% | -18.6% |
| 6M | -14.3% | -11.0% | -3.4% | -12.5% |
| YTD | +24.3% | -15.4% | +39.7% | +27.5% |
| 1Y | +24.9% | +7.2% | +17.7% | +16.5% |
| 3Y | +203.5% | -11.8% | +215.4% | +172.2% |
| 5Y | +211.2% | +24.3% | +186.8% | +126.4% |
| All | +211.2% | +25.8% | +185.4% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling