-5.8%
STM vs DECK
+31.2%
-37.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.0% | -12.0% | -8.2% |
| 7D | -6.0% | +10.4% | -16.4% | -9.5% |
| 30D | -20.9% | +11.1% | -32.0% | -24.2% |
| 3M | -15.8% | -10.8% | -5.0% | -12.9% |
| 6M | -17.0% | -8.7% | -8.3% | -15.4% |
| YTD | +76.8% | -14.0% | +90.8% | +81.6% |
| 1Y | +96.5% | +12.0% | +84.5% | +81.3% |
| 3Y | +14.0% | -10.5% | +24.4% | +1.3% |
| 5Y | -5.8% | +28.5% | -34.3% | -37.4% |
| All | -5.8% | +31.2% | -37.1% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling