+139.0%
SN vs DKS
-30.4%
+169.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +7.6% | +9.4% | -1.9% | +5.2% |
| 30D | +22.4% | +9.8% | +12.7% | +19.5% |
| 3M | +21.7% | -29.3% | +50.9% | +35.2% |
| 6M | +102.8% | -32.6% | +135.4% | +128.6% |
| YTD | +102.4% | -22.6% | +125.0% | +109.6% |
| 1Y | +139.0% | -29.8% | +168.8% | +162.1% |
| All | +139.0% | -30.4% | +169.3% | +162.1% |
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