+1,986.1%
STM vs DECK
+11,565.3%
-9,579.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.0% | -12.0% | -7.0% |
| 7D | -6.0% | +10.4% | -16.4% | -7.5% |
| 30D | -20.9% | +11.1% | -32.0% | -22.4% |
| 3M | -15.8% | -10.8% | -5.0% | -14.5% |
| 6M | -17.0% | -8.7% | -8.3% | -16.3% |
| YTD | +76.8% | -14.0% | +90.8% | +79.2% |
| 1Y | +96.5% | +12.0% | +84.5% | +91.0% |
| 3Y | +14.0% | -10.5% | +24.4% | +12.8% |
| 5Y | -5.8% | +28.5% | -34.3% | -12.5% |
| 10Y | +461.9% | +923.3% | -461.4% | +295.9% |
| All | +1,986.1% | +11,565.3% | -9,579.2% | +907.3% |
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 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