+6.8%
DLTR vs SFM
+116.0%
-109.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +5.3% | +6.0% | -0.8% | +4.3% |
| 30D | +13.4% | -19.5% | +32.9% | +16.6% |
| 3M | +6.6% | -37.0% | +43.6% | +14.2% |
| 6M | +59.1% | -41.0% | +100.1% | +71.5% |
| YTD | +12.3% | -34.6% | +46.9% | +18.1% |
| 1Y | +33.9% | -36.3% | +70.1% | +41.5% |
| 3Y | +23.0% | +24.5% | -1.5% | +9.0% |
| All | +6.8% | +116.0% | -109.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling