+304.8%
SGI vs DKS
+226.4%
+78.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -1.0% |
| 7D | -5.3% | +6.3% | -11.6% | -7.9% |
| 30D | -2.1% | +9.3% | -11.4% | -5.9% |
| 3M | -8.2% | -25.3% | +17.1% | +0.5% |
| 6M | -4.6% | -29.2% | +24.6% | +6.5% |
| YTD | -31.5% | -22.7% | -8.7% | -26.7% |
| 1Y | -30.8% | -30.1% | -0.7% | -22.9% |
| 3Y | +67.2% | +45.6% | +21.6% | +22.2% |
| 5Y | +42.5% | +28.5% | +14.0% | +2.9% |
| All | +304.8% | +226.4% | +78.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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