+581.2%
SMTC vs DKS
+27.3%
+553.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | +17.5% | -4.7% | +22.3% | +19.2% |
| 30D | +21.3% | -35.1% | +56.4% | +37.9% |
| 3M | +3.1% | -37.7% | +40.9% | +18.0% |
| 6M | +81.7% | -30.7% | +112.4% | +95.4% |
| YTD | +115.9% | -31.9% | +147.9% | +132.8% |
| 1Y | +157.8% | -40.0% | +197.8% | +195.0% |
| All | +581.2% | +27.3% | +553.9% | +324.0% |
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