+1,872.3%
SGI vs DKS
+1,563.3%
+308.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | +3.0% | +5.5% | +7.1% |
| 30D | +0.7% | -30.5% | +31.2% | +15.4% |
| 3M | +0.6% | -35.7% | +36.3% | +19.6% |
| 6M | -17.9% | -29.7% | +11.7% | -6.9% |
| YTD | -21.2% | -28.9% | +7.7% | -11.5% |
| 1Y | -18.9% | -35.9% | +17.0% | -5.3% |
| 3Y | +52.6% | +28.2% | +24.5% | +16.9% |
| 5Y | +60.7% | +11.8% | +48.9% | +22.4% |
| 10Y | +278.1% | +211.6% | +66.5% | +42.3% |
| All | +1,872.3% | +1,563.3% | +308.9% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling