+141.4%
DLTR vs SFM
+132.6%
+8.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.2% |
| 7D | +2.5% | -0.1% | +2.5% | +2.4% |
| 30D | +2.1% | -4.4% | +6.4% | +2.8% |
| 3M | +20.3% | +1.5% | +18.7% | +19.5% |
| 6M | +11.5% | +6.5% | +5.0% | +9.0% |
| YTD | +6.8% | +2.2% | +4.7% | +5.0% |
| 1Y | +31.1% | -41.9% | +73.0% | +42.1% |
| 3Y | +10.7% | +106.8% | -96.1% | -8.4% |
| 5Y | +41.6% | +231.6% | -190.0% | +4.2% |
| 10Y | +58.1% | +258.4% | -200.3% | +8.9% |
| All | +141.4% | +132.6% | +8.9% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling