+227.2%
DKS vs SFM
+140.2%
+87.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.6% |
| 7D | +6.3% | +6.0% | +0.3% | +5.3% |
| 30D | +9.3% | -19.5% | +28.8% | +12.4% |
| 3M | -25.3% | -37.0% | +11.7% | -20.0% |
| 6M | -29.2% | -41.0% | +11.8% | -23.6% |
| YTD | -22.7% | -34.6% | +11.9% | -18.8% |
| 1Y | -30.1% | -36.3% | +6.1% | -26.2% |
| 3Y | +45.6% | +24.5% | +21.1% | +31.8% |
| 5Y | +28.5% | +115.9% | -87.4% | +2.9% |
| All | +227.2% | +140.2% | +87.1% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling