+828.4%
SPYM vs DECK
+8,102.8%
-7,274.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | +0.1% | -13.6% | +13.7% | +2.7% |
| 3M | +2.0% | -21.2% | +23.3% | +6.2% |
| 6M | +13.1% | -21.1% | +34.1% | +17.3% |
| YTD | +13.6% | -17.2% | +30.8% | +16.3% |
| 1Y | +20.1% | -30.7% | +50.8% | +26.2% |
| 3Y | +77.6% | -3.4% | +80.9% | +68.7% |
| 5Y | +82.5% | +25.5% | +57.0% | +61.3% |
| 10Y | +317.6% | +714.7% | -397.1% | +154.6% |
| All | +828.4% | +8,102.8% | -7,274.3% | +283.5% |
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