+150.5%
SPMO vs DKS
+13.6%
+136.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.9% | -3.0% | +2.0% | -0.5% |
| 30D | -1.9% | -33.4% | +31.5% | +4.1% |
| 3M | -1.4% | -39.4% | +38.0% | +6.3% |
| 6M | +25.5% | -30.1% | +55.6% | +31.1% |
| YTD | +24.8% | -31.0% | +55.8% | +30.5% |
| 1Y | +24.5% | -40.2% | +64.7% | +33.4% |
| 3Y | +157.1% | +30.9% | +126.2% | +132.4% |
| All | +150.5% | +13.6% | +136.9% | +118.8% |
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