+156.7%
SIMO vs DKS
+21.0%
+135.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | -22.0% | -2.1% | -19.9% | -21.8% |
| 30D | -43.0% | +7.3% | -50.4% | -44.1% |
| 3M | -39.1% | -28.4% | -10.7% | -36.3% |
| 6M | -33.3% | -36.9% | +3.6% | -28.6% |
| YTD | +77.0% | -27.3% | +104.3% | +82.0% |
| 1Y | +73.0% | -33.2% | +106.2% | +81.4% |
| 3Y | +215.7% | +32.2% | +183.6% | +183.8% |
| All | +156.7% | +21.0% | +135.7% | +128.8% |
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