+235.5%
SIMO vs DKS
-40.1%
+275.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +2.0% |
| 7D | +14.5% | -2.9% | +17.4% | +14.7% |
| 30D | +20.4% | -37.7% | +58.1% | +23.9% |
| 3M | +7.1% | -38.9% | +46.1% | +10.5% |
| 6M | +129.2% | -31.1% | +160.3% | +123.5% |
| YTD | +201.9% | -31.8% | +233.8% | +193.3% |
| 1Y | +235.5% | -38.0% | +273.6% | +239.1% |
| All | +235.5% | -40.1% | +275.6% | +239.1% |
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