+0.4%
STM vs DECK
-12.4%
+12.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.5% | -10.9% | -12.0% |
| 7D | -20.1% | +6.0% | -26.1% | -21.5% |
| 30D | -32.0% | +7.4% | -39.4% | -33.5% |
| 3M | -24.2% | -11.7% | -12.5% | -21.7% |
| 6M | -29.9% | -11.0% | -19.0% | -28.2% |
| YTD | +54.9% | -15.4% | +70.3% | +59.6% |
| 1Y | +68.0% | +7.2% | +60.7% | +59.7% |
| All | +0.4% | -12.4% | +12.8% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling