+312.2%
SPYM vs DECK
+938.4%
-626.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -1.9% | +1.4% |
| 7D | +0.1% | +6.4% | -6.3% | -1.2% |
| 30D | -3.3% | +9.1% | -12.4% | -5.2% |
| 3M | -2.4% | -7.2% | +4.8% | -1.1% |
| 6M | +2.6% | -9.9% | +12.5% | +4.1% |
| YTD | +11.3% | -12.8% | +24.1% | +12.8% |
| 1Y | +13.5% | +10.6% | +2.9% | +8.9% |
| 3Y | +80.3% | -13.8% | +94.1% | +72.8% |
| 5Y | +72.7% | +27.6% | +45.1% | +45.0% |
| 10Y | +312.2% | +887.0% | -574.8% | +145.8% |
| All | +312.2% | +938.4% | -626.2% | +145.8% |
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