+127.9%
DLTR vs SFM
+117.5%
+10.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.4% |
| 7D | -5.8% | -5.8% | 0.0% | -4.8% |
| 30D | -5.2% | -11.4% | +6.1% | -3.2% |
| 3M | +15.2% | -12.2% | +27.4% | +17.6% |
| 6M | +7.1% | -5.2% | +12.3% | +7.0% |
| YTD | +0.8% | -4.5% | +5.3% | +0.4% |
| 1Y | +24.8% | -45.4% | +70.2% | +36.9% |
| 3Y | +6.9% | +91.1% | -84.2% | -10.2% |
| 5Y | +33.2% | +226.8% | -193.5% | -1.6% |
| 10Y | +51.6% | +291.9% | -240.4% | +3.7% |
| All | +127.9% | +117.5% | +10.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling