+43.4%
DLTR vs SCHG
+459.0%
-415.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -10.1% | -1.0% | -9.0% | -9.6% |
| 30D | -8.1% | -1.3% | -6.9% | -7.6% |
| 3M | +2.9% | +5.4% | -2.6% | -0.1% |
| 6M | +4.3% | +14.4% | -10.1% | -2.9% |
| YTD | -3.9% | +8.0% | -12.0% | -8.0% |
| 1Y | +18.9% | +12.7% | +6.2% | +11.3% |
| 3Y | +1.9% | +85.6% | -83.7% | -28.8% |
| 5Y | +31.0% | +85.5% | -54.5% | -10.6% |
| All | +43.4% | +459.0% | -415.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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