+118.2%
SRE vs DKS
+203.5%
-85.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.8% | -3.0% | +2.1% | -0.5% |
| 30D | -3.0% | -33.4% | +30.4% | +0.8% |
| 3M | -8.3% | -39.4% | +31.1% | -3.7% |
| 6M | -8.9% | -30.1% | +21.2% | -6.2% |
| YTD | -4.3% | -31.0% | +26.7% | -1.4% |
| 1Y | +2.7% | -40.2% | +42.9% | +7.5% |
| 3Y | +28.7% | +30.9% | -2.3% | +19.4% |
| 5Y | +47.1% | +14.0% | +33.1% | +35.1% |
| All | +118.2% | +203.5% | -85.2% | +49.6% |
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