+8.5%
SPMO vs DECK
+9.7%
-1.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +4.2% |
| 7D | -1.9% | +6.4% | -8.3% | -2.2% |
| 30D | -14.1% | +9.1% | -23.2% | -14.4% |
| 3M | -13.1% | -7.2% | -5.9% | -12.8% |
| 6M | -9.4% | -9.9% | +0.6% | -9.3% |
| YTD | +9.5% | -12.8% | +22.3% | +9.7% |
| All | +8.5% | +9.7% | -1.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling