+786.0%
SPYM vs DECK
+8,287.3%
-7,501.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | -4.5% | -11.7% | +7.1% | -2.5% |
| 6M | +1.9% | -11.0% | +12.8% | +3.4% |
| YTD | +8.4% | -15.4% | +23.8% | +10.3% |
| 1Y | +9.4% | +7.2% | +2.2% | +6.4% |
| 3Y | +75.3% | -11.8% | +87.1% | +69.9% |
| 5Y | +67.9% | +24.3% | +43.6% | +48.9% |
| 10Y | +314.8% | +907.5% | -592.7% | +144.1% |
| All | +786.0% | +8,287.3% | -7,501.2% | +264.0% |
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