+2,039.9%
SNPS vs DKS
+6,292.4%
-4,252.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | +3.0% | -14.0% | -11.5% |
| 30D | -1.7% | -30.5% | +28.8% | +4.1% |
| 3M | -20.4% | -35.7% | +15.3% | -14.5% |
| 6M | -8.6% | -29.7% | +21.1% | -4.1% |
| YTD | -16.2% | -28.9% | +12.7% | -12.4% |
| 1Y | -34.6% | -35.9% | +1.3% | -30.5% |
| 3Y | -14.5% | +28.2% | -42.6% | -22.9% |
| 5Y | +17.0% | +11.8% | +5.2% | +4.5% |
| 10Y | +560.0% | +211.6% | +348.4% | +334.1% |
| All | +2,039.9% | +6,292.4% | -4,252.6% | +763.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling