+451.5%
SPMO vs DECK
+762.5%
-310.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.7% | -7.0% |
| 7D | -14.0% | +6.0% | -20.0% | -15.0% |
| 30D | -20.0% | +7.4% | -27.4% | -21.2% |
| 3M | -18.4% | -11.7% | -6.7% | -16.7% |
| 6M | -10.9% | -11.0% | +0.1% | -9.7% |
| YTD | +3.2% | -15.4% | +18.6% | +4.9% |
| 1Y | +3.1% | +7.2% | -4.1% | -0.3% |
| 3Y | +113.3% | -11.8% | +125.2% | +106.1% |
| 5Y | +99.0% | +24.3% | +74.7% | +73.4% |
| 10Y | +414.1% | +907.5% | -493.4% | +245.4% |
| All | +451.5% | +762.5% | -310.9% | +271.1% |
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