+216.7%
SMH vs DECK
+23.3%
+193.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | -11.2% | +5.8% | -17.0% | -13.0% |
| 30D | -25.8% | +7.9% | -33.6% | -27.9% |
| 3M | -18.8% | -11.4% | -7.4% | -16.0% |
| 6M | -15.6% | -16.6% | +1.0% | -11.8% |
| YTD | +28.8% | -16.4% | +45.2% | +32.6% |
| 1Y | +32.6% | +8.6% | +23.9% | +22.9% |
| 3Y | +213.6% | -15.1% | +228.7% | +185.8% |
| All | +216.7% | +23.3% | +193.4% | +133.0% |
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