+423.6%
SN vs DKS
+33.7%
+389.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -9.3% | +3.0% | -12.3% | -10.4% |
| 30D | -4.8% | -30.5% | +25.7% | +7.2% |
| 3M | +40.4% | -35.7% | +76.1% | +63.9% |
| 6M | +50.9% | -29.7% | +80.6% | +67.7% |
| YTD | +54.9% | -28.9% | +83.8% | +70.7% |
| 1Y | +43.0% | -35.9% | +78.9% | +64.4% |
| All | +423.6% | +33.7% | +389.9% | +317.0% |
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