+53.3%
SGI vs DKS
+27.5%
+25.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | +5.5% | -37.7% | +43.2% | +20.4% |
| 3M | -3.6% | -38.9% | +35.3% | +10.6% |
| 6M | -15.0% | -31.1% | +16.1% | -6.5% |
| YTD | -23.0% | -31.8% | +8.8% | -15.3% |
| 1Y | -18.4% | -38.0% | +19.6% | -7.9% |
| All | +53.3% | +27.5% | +25.8% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling