-49.5%
SMR vs DECK
+82.0%
-131.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.2% | +17.4% | +16.6% |
| 7D | -9.6% | +5.8% | -15.4% | -11.3% |
| 30D | -33.8% | +7.9% | -41.6% | -35.4% |
| 3M | -46.4% | -11.4% | -35.0% | -44.7% |
| 6M | -62.4% | -16.6% | -45.9% | -60.8% |
| YTD | -64.1% | -16.4% | -47.8% | -62.9% |
| 1Y | -84.3% | +8.6% | -93.0% | -85.2% |
| 3Y | +55.8% | -15.1% | +70.9% | +68.3% |
| All | -49.5% | +82.0% | -131.5% | -51.3% |
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