+25.0%
DKS vs SFM
+112.8%
-87.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | +3.3% | -0.4% | +3.7% | +3.3% |
| 30D | +5.9% | -19.2% | +25.1% | +8.8% |
| 3M | -27.4% | -40.3% | +12.9% | -21.5% |
| 6M | -32.6% | -40.9% | +8.3% | -27.4% |
| YTD | -24.8% | -35.5% | +10.7% | -20.9% |
| 1Y | -32.8% | -37.4% | +4.6% | -28.9% |
| 3Y | +39.1% | +25.5% | +13.6% | +21.6% |
| 5Y | +25.0% | +113.0% | -88.0% | -8.4% |
| All | +25.0% | +112.8% | -87.8% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling