+261.8%
DKS vs SFM
+132.6%
+129.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -30.5% | -4.4% | -26.2% | -30.1% |
| 3M | -35.7% | +1.5% | -37.2% | -36.2% |
| 6M | -29.7% | +6.5% | -36.2% | -31.3% |
| YTD | -28.9% | +2.2% | -31.0% | -30.1% |
| 1Y | -35.9% | -41.9% | +6.0% | -30.6% |
| 3Y | +28.2% | +106.8% | -78.6% | +7.0% |
| 5Y | +11.8% | +231.6% | -219.7% | -16.3% |
| 10Y | +211.6% | +258.4% | -46.8% | +121.2% |
| All | +261.8% | +132.6% | +129.2% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling