+106.9%
SPG vs DKS
+9.4%
+97.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +2.4% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -4.9% | -36.6% | +31.7% | +4.7% |
| 3M | +3.3% | -37.6% | +40.9% | +14.1% |
| 6M | +11.2% | -32.1% | +43.3% | +19.5% |
| YTD | +17.1% | -32.3% | +49.4% | +25.6% |
| 1Y | +21.6% | -39.5% | +61.1% | +33.8% |
| 3Y | +111.9% | +27.7% | +84.2% | +78.7% |
| 5Y | +106.9% | +15.0% | +91.9% | +66.0% |
| All | +106.9% | +9.4% | +97.5% | +66.0% |
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 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