+17.9%
SNPS vs DKS
+15.5%
+2.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -5.5% | -2.9% | -2.6% | -4.9% |
| 30D | -4.5% | -37.7% | +33.2% | +4.8% |
| 3M | -15.5% | -38.9% | +23.4% | -7.1% |
| 6M | -10.1% | -31.1% | +21.0% | -4.9% |
| YTD | -16.3% | -31.8% | +15.5% | -11.3% |
| 1Y | -34.9% | -38.0% | +3.1% | -29.8% |
| 3Y | -14.4% | +28.6% | -43.0% | -26.5% |
| 5Y | +17.9% | +12.5% | +5.4% | -6.3% |
| All | +17.9% | +15.5% | +2.4% | -6.3% |
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