+308.3%
SPYM vs DECK
+874.1%
-565.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -2.7% | +5.8% | -8.4% | -3.9% |
| 30D | -5.4% | +7.9% | -13.2% | -7.0% |
| 3M | -4.1% | -11.4% | +7.3% | -1.9% |
| 6M | +0.8% | -16.6% | +17.3% | +3.9% |
| YTD | +8.8% | -16.4% | +25.1% | +11.2% |
| 1Y | +11.0% | +8.6% | +2.3% | +6.9% |
| 3Y | +75.5% | -15.1% | +90.6% | +68.6% |
| 5Y | +68.4% | +22.9% | +45.6% | +42.5% |
| All | +308.3% | +874.1% | -565.8% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling