+678.9%
STM vs DECK
+718.3%
-39.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +5.8% | -2.2% | +8.0% | +6.7% |
| 30D | -1.0% | -13.6% | +12.6% | +4.3% |
| 3M | -33.3% | -21.2% | -12.0% | -27.4% |
| 6M | +57.4% | -21.1% | +78.4% | +70.5% |
| YTD | +102.2% | -17.2% | +119.4% | +111.9% |
| 1Y | +99.6% | -30.7% | +130.3% | +122.2% |
| 3Y | +14.5% | -3.4% | +17.9% | +1.5% |
| 5Y | +21.4% | +25.5% | -4.2% | -8.2% |
| All | +678.9% | +718.3% | -39.3% | +263.3% |
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