+14.4%
SGOV vs DKS
+30.4%
-16.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | 0.0% | -2.0% | +2.1% | +0.1% |
| 30D | +0.3% | -32.7% | +33.0% | +0.3% |
| 3M | +0.9% | -38.8% | +39.7% | +0.9% |
| 6M | +1.8% | -29.4% | +31.3% | +1.9% |
| YTD | +2.5% | -30.3% | +32.8% | +2.5% |
| 1Y | +3.8% | -39.6% | +43.4% | +3.8% |
| 3Y | +14.4% | +32.2% | -17.8% | +14.4% |
| All | +14.4% | +30.4% | -16.0% | +14.4% |
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