+67.9%
SPYM vs DECK
+25.8%
+42.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -4.1% |
| 7D | -4.7% | +6.0% | -10.8% | -5.8% |
| 30D | -5.9% | +7.4% | -13.4% | -7.3% |
| 3M | -4.5% | -11.7% | +7.1% | -2.4% |
| 6M | +1.9% | -11.0% | +12.8% | +3.4% |
| YTD | +8.4% | -15.4% | +23.8% | +10.4% |
| 1Y | +9.4% | +7.2% | +2.2% | +5.9% |
| 3Y | +75.3% | -11.8% | +87.1% | +63.7% |
| 5Y | +67.9% | +24.3% | +43.6% | +36.2% |
| All | +67.9% | +25.8% | +42.2% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling