+109.5%
SPG vs DKS
+217.6%
-108.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +3.1% | +3.3% | -0.1% | +2.0% |
| 30D | +16.4% | +5.9% | +10.5% | +14.0% |
| 3M | +7.1% | -27.4% | +34.5% | +15.6% |
| 6M | +16.1% | -32.6% | +48.7% | +27.8% |
| YTD | +30.4% | -24.8% | +55.3% | +37.4% |
| 1Y | +33.0% | -32.8% | +65.8% | +45.3% |
| 3Y | +134.6% | +39.1% | +95.6% | +84.0% |
| 5Y | +84.9% | +25.0% | +59.9% | +40.4% |
| All | +109.5% | +217.6% | -108.1% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling