+56.5%
SMR vs DECK
-3.0%
+59.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | +4.4% | -2.2% | +6.6% | +5.2% |
| 30D | +3.4% | -13.6% | +17.0% | +8.5% |
| 3M | -19.2% | -21.2% | +2.1% | -12.9% |
| 6M | -22.6% | -21.1% | -1.6% | -16.7% |
| YTD | -31.5% | -17.2% | -14.3% | -28.2% |
| 1Y | -73.1% | -30.7% | -42.3% | -70.0% |
| All | +56.5% | -3.0% | +59.5% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling