+303.6%
SIMO vs DKS
+9.4%
+294.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.0% | +7.1% |
| 7D | +14.6% | -0.4% | +15.0% | +14.6% |
| 30D | +6.2% | -36.6% | +42.8% | +14.3% |
| 3M | +3.6% | -37.6% | +41.2% | +11.2% |
| 6M | +130.8% | -32.1% | +162.9% | +141.7% |
| YTD | +195.8% | -32.3% | +228.1% | +209.7% |
| 1Y | +225.0% | -39.5% | +264.5% | +248.6% |
| 3Y | +452.3% | +27.7% | +424.6% | +403.8% |
| 5Y | +303.6% | +15.0% | +288.6% | +256.4% |
| All | +303.6% | +9.4% | +294.2% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling