+31.1%
DLTR vs SBAC
-3.2%
+34.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +2.1% | +6.9% | -4.9% | +0.6% |
| 3M | +20.3% | -8.2% | +28.5% | +22.0% |
| 6M | +11.5% | -1.6% | +13.2% | +14.8% |
| YTD | +6.8% | -0.1% | +7.0% | +9.2% |
| 1Y | +31.1% | -0.5% | +31.5% | +33.8% |
| All | +31.1% | -3.2% | +34.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling