+43.4%
DLTR vs SAN
+357.1%
-313.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | -8.1% | +0.9% | -9.1% | -8.4% |
| 3M | +2.9% | +19.1% | -16.3% | -2.1% |
| 6M | +4.3% | +33.2% | -28.9% | -3.9% |
| YTD | -3.9% | +29.1% | -33.0% | -11.3% |
| 1Y | +18.9% | +50.2% | -31.3% | +5.4% |
| 3Y | +1.9% | +351.0% | -349.1% | -34.3% |
| 5Y | +31.0% | +394.7% | -363.7% | -20.2% |
| All | +43.4% | +357.1% | -313.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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