+5.1%
SPGI vs DKS
+9.4%
-4.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.6% |
| 7D | -2.5% | -0.4% | -2.0% | -2.4% |
| 30D | +5.4% | -36.6% | +42.0% | +11.0% |
| 3M | +9.0% | -37.6% | +46.7% | +15.0% |
| 6M | +0.8% | -32.1% | +32.8% | +4.6% |
| YTD | -12.6% | -32.3% | +19.8% | -9.3% |
| 1Y | -16.1% | -39.5% | +23.4% | -11.9% |
| 3Y | +19.0% | +27.7% | -8.7% | +8.4% |
| 5Y | +5.1% | +15.0% | -10.0% | -9.7% |
| All | +5.1% | +9.4% | -4.4% | -9.7% |
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 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