+419.3%
SIMO vs DKS
+33.7%
+385.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +4.2% | +3.0% | +1.2% | +3.6% |
| 30D | +4.1% | -30.5% | +34.6% | +10.1% |
| 3M | -12.9% | -35.7% | +22.8% | -6.6% |
| 6M | +110.3% | -29.7% | +140.0% | +118.4% |
| YTD | +178.6% | -28.9% | +207.4% | +187.6% |
| 1Y | +220.0% | -35.9% | +255.9% | +239.3% |
| All | +419.3% | +33.7% | +385.6% | +386.9% |
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