+99.0%
SIMO vs DKS
-30.6%
+129.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -5.5% |
| 7D | +4.1% | +6.3% | -2.2% | +4.2% |
| 30D | -24.0% | +9.3% | -33.3% | -23.8% |
| 3M | -31.8% | -25.3% | -6.5% | -31.7% |
| 6M | -36.9% | -29.2% | -7.7% | -36.6% |
| YTD | +84.8% | -22.7% | +107.6% | +75.3% |
| 1Y | +99.0% | -30.1% | +129.1% | +94.5% |
| All | +99.0% | -30.6% | +129.6% | +94.5% |
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