+438.7%
SN vs DKS
+39.9%
+398.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +1.1% |
| 7D | +7.6% | +3.8% | +3.8% | +6.0% |
| 30D | +24.1% | +8.1% | +16.0% | +20.2% |
| 3M | +23.7% | -28.6% | +52.3% | +37.5% |
| 6M | +105.5% | -33.6% | +139.1% | +135.2% |
| YTD | +105.1% | -23.8% | +128.9% | +118.5% |
| 1Y | +148.3% | -30.7% | +179.0% | +176.4% |
| 3Y | +438.7% | +41.5% | +397.1% | +329.8% |
| All | +438.7% | +39.9% | +398.8% | +329.8% |
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