+31.5%
DLTR vs SAN
+379.7%
-348.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -9.4% | -2.8% | -6.7% | -8.8% |
| 30D | -7.3% | -0.5% | -6.8% | -7.2% |
| 3M | +7.6% | +22.7% | -15.2% | +2.3% |
| 6M | +1.6% | +28.8% | -27.2% | -4.7% |
| YTD | -3.5% | +26.3% | -29.8% | -9.6% |
| 1Y | +20.0% | +48.8% | -28.8% | +8.2% |
| 3Y | +2.3% | +347.2% | -344.9% | -29.5% |
| 5Y | +31.5% | +383.8% | -352.2% | -12.6% |
| All | +31.5% | +379.7% | -348.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling