+2.1%
DLTR vs SGI
+55.1%
-53.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.6% | -4.0% |
| 7D | -10.2% | +0.6% | -10.9% | -10.4% |
| 30D | -8.5% | +5.5% | -14.0% | -10.0% |
| 3M | +5.6% | -3.6% | +9.2% | +6.1% |
| 6M | +2.2% | -15.0% | +17.2% | +6.0% |
| YTD | -3.8% | -23.0% | +19.3% | +2.0% |
| 1Y | +22.9% | -18.4% | +41.4% | +27.9% |
| All | +2.1% | +55.1% | -53.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling