+174.6%
SMTC vs DKS
-39.2%
+213.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.0% |
| 7D | +13.1% | -3.0% | +16.0% | +13.2% |
| 30D | +19.5% | -33.4% | +52.8% | +23.2% |
| 3M | +2.2% | -39.4% | +41.6% | +7.5% |
| 6M | +94.9% | -30.1% | +125.0% | +93.8% |
| YTD | +127.0% | -31.0% | +157.9% | +125.7% |
| 1Y | +174.6% | -40.2% | +214.7% | +188.7% |
| All | +174.6% | -39.2% | +213.7% | +188.7% |
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