+67.2%
SGI vs DKS
+44.7%
+22.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.6% |
| 7D | -5.3% | +6.3% | -11.6% | -7.1% |
| 30D | -2.1% | +9.3% | -11.4% | -4.7% |
| 3M | -8.2% | -25.3% | +17.1% | -1.7% |
| 6M | -4.6% | -29.2% | +24.6% | +3.7% |
| YTD | -31.5% | -22.7% | -8.7% | -27.7% |
| 1Y | -30.8% | -30.1% | -0.7% | -24.8% |
| 3Y | +67.2% | +45.6% | +21.6% | +11.4% |
| All | +67.2% | +44.7% | +22.6% | +11.4% |
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 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