+494.7%
SPMO vs DECK
+775.9%
-281.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.8% | -2.0% |
| 7D | -8.9% | +10.4% | -19.2% | -10.6% |
| 30D | -13.8% | +11.1% | -24.9% | -15.6% |
| 3M | -12.5% | -10.8% | -1.7% | -10.9% |
| 6M | -1.5% | -8.7% | +7.3% | -0.7% |
| YTD | +11.3% | -14.0% | +25.4% | +12.8% |
| 1Y | +11.5% | +12.0% | -0.6% | +6.8% |
| 3Y | +130.0% | -10.5% | +140.5% | +121.5% |
| 5Y | +114.8% | +28.5% | +86.3% | +85.9% |
| 10Y | +454.3% | +923.3% | -469.0% | +271.2% |
| All | +494.7% | +775.9% | -281.3% | +298.9% |
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