+309.7%
SN vs DKS
+5.5%
+304.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -3.6% |
| 7D | -3.4% | -2.9% | -0.5% | -2.5% |
| 30D | -9.1% | -37.7% | +28.6% | +4.6% |
| 3M | +31.8% | -38.9% | +70.7% | +52.4% |
| 6M | +52.0% | -31.1% | +83.1% | +67.3% |
| YTD | +51.3% | -31.8% | +83.1% | +66.8% |
| 1Y | +46.9% | -38.0% | +84.9% | +67.1% |
| 3Y | +394.9% | +28.6% | +366.3% | +427.1% |
| All | +309.7% | +5.5% | +304.2% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling