+1,253.2%
SMH vs DECK
+49,326.6%
-48,073.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +2.3% |
| 7D | +2.5% | -2.2% | +4.7% | +3.0% |
| 30D | -0.5% | -13.6% | +13.1% | +2.4% |
| 3M | -9.6% | -21.2% | +11.6% | -5.7% |
| 6M | +42.1% | -21.1% | +63.2% | +48.0% |
| YTD | +57.4% | -17.2% | +74.7% | +61.3% |
| 1Y | +96.2% | -30.7% | +127.0% | +107.1% |
| 3Y | +267.9% | -3.4% | +271.3% | +253.9% |
| 5Y | +327.7% | +25.5% | +302.1% | +285.7% |
| 10Y | +1,764.6% | +714.7% | +1,050.0% | +1,083.7% |
| All | +1,253.2% | +49,326.6% | -48,073.4% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling