+27.6%
SMTC vs DKS
+26.5%
+1.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.8% | -5.0% |
| 7D | +11.0% | +6.3% | +4.7% | +8.9% |
| 30D | -28.5% | +9.3% | -37.8% | -31.2% |
| 3M | -14.2% | -25.3% | +11.1% | -8.5% |
| 6M | -18.0% | -29.2% | +11.2% | -11.7% |
| YTD | +55.5% | -22.7% | +78.2% | +59.8% |
| 1Y | +69.5% | -30.1% | +99.6% | +81.4% |
| 3Y | +699.7% | +45.6% | +654.0% | +525.3% |
| All | +27.6% | +26.5% | +1.1% | -9.2% |
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