+84.9%
SPG vs DKS
+25.2%
+59.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +3.1% | +3.3% | -0.1% | +2.3% |
| 30D | +16.4% | +5.9% | +10.5% | +14.7% |
| 3M | +7.1% | -27.4% | +34.5% | +13.6% |
| 6M | +16.1% | -32.6% | +48.7% | +25.1% |
| YTD | +30.4% | -24.8% | +55.3% | +35.9% |
| 1Y | +33.0% | -32.8% | +65.8% | +42.5% |
| 3Y | +134.6% | +39.1% | +95.6% | +94.4% |
| 5Y | +84.9% | +25.0% | +59.9% | +40.3% |
| All | +84.9% | +25.2% | +59.7% | +40.3% |
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