-35.9%
DKS vs SFM
-41.4%
+5.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -30.5% | -4.4% | -26.2% | -30.3% |
| 3M | -35.7% | +1.5% | -37.2% | -35.9% |
| 6M | -29.7% | +6.5% | -36.2% | -30.9% |
| YTD | -28.9% | +2.2% | -31.0% | -29.9% |
| 1Y | -35.9% | -41.9% | +6.0% | -30.0% |
| All | -35.9% | -41.4% | +5.6% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling