+76.3%
DLTR vs SBAC
+114.8%
-38.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.6% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +13.4% | +5.5% | +7.9% | +12.1% |
| 3M | +6.6% | +3.1% | +3.5% | +5.7% |
| 6M | +59.1% | -7.0% | +66.1% | +61.0% |
| YTD | +12.3% | +0.5% | +11.8% | +11.1% |
| 1Y | +33.9% | +0.2% | +33.6% | +32.6% |
| 3Y | +23.0% | -7.4% | +30.4% | +21.8% |
| 5Y | +22.1% | -39.7% | +61.8% | +32.7% |
| All | +76.3% | +114.8% | -38.5% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling