+1,451.2%
DLTR vs SBAC
+2,208.1%
-756.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | +2.1% | +6.9% | -4.9% | +1.3% |
| 3M | +20.3% | -8.2% | +28.5% | +21.2% |
| 6M | +11.5% | -1.6% | +13.2% | +11.3% |
| YTD | +6.8% | -0.1% | +7.0% | +6.5% |
| 1Y | +31.1% | -0.5% | +31.5% | +30.7% |
| 3Y | +10.7% | -9.1% | +19.7% | +10.6% |
| 5Y | +41.6% | -43.8% | +85.4% | +47.8% |
| 10Y | +58.1% | +80.5% | -22.4% | +46.5% |
| All | +1,451.2% | +2,208.1% | -756.9% | +1,096.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling