+826.6%
SPYM vs DECK
+8,418.2%
-7,591.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +0.6% |
| 7D | -0.7% | +10.4% | -11.1% | -2.5% |
| 30D | -1.1% | +11.1% | -12.2% | -3.1% |
| 3M | -0.3% | -10.8% | +10.4% | +1.5% |
| 6M | +7.3% | -8.7% | +16.1% | +8.5% |
| YTD | +13.4% | -14.0% | +27.4% | +15.0% |
| 1Y | +14.8% | +12.0% | +2.8% | +10.7% |
| 3Y | +83.3% | -10.5% | +93.8% | +77.2% |
| 5Y | +76.2% | +28.5% | +47.7% | +55.3% |
| 10Y | +333.8% | +923.3% | -589.5% | +154.5% |
| All | +826.6% | +8,418.2% | -7,591.6% | +279.5% |
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