+31.5%
DLTR vs SFM
+212.1%
-180.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | -9.4% | -8.8% | -0.7% | -7.9% |
| 30D | -7.3% | -14.5% | +7.1% | -4.8% |
| 3M | +7.6% | -16.8% | +24.4% | +10.9% |
| 6M | +1.6% | -5.3% | +6.9% | +1.5% |
| YTD | -3.5% | -9.4% | +5.8% | -3.1% |
| 1Y | +20.0% | -46.2% | +66.2% | +32.3% |
| 3Y | +2.3% | +81.3% | -79.0% | -16.2% |
| 5Y | +31.5% | +211.9% | -180.3% | -16.5% |
| All | +31.5% | +212.1% | -180.6% | -16.5% |
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