-21.6%
SGI vs DKS
-38.2%
+16.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -4.9% | -4.7% | -0.2% | -3.9% |
| 30D | +1.6% | -35.1% | +36.7% | +12.3% |
| 3M | -3.2% | -37.7% | +34.5% | +8.3% |
| 6M | -16.0% | -30.7% | +14.7% | -8.4% |
| YTD | -25.4% | -31.9% | +6.5% | -18.3% |
| 1Y | -21.6% | -40.0% | +18.4% | -12.2% |
| All | -21.6% | -38.2% | +16.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling