+1,131.0%
DLTR vs SGI
+2,073.9%
-942.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | -5.8% | +9.3% | -15.1% | -7.2% |
| 30D | -5.2% | +6.9% | -12.1% | -6.3% |
| 3M | +15.2% | +2.8% | +12.3% | +14.4% |
| 6M | +7.1% | -12.6% | +19.7% | +8.9% |
| YTD | +0.8% | -21.5% | +22.4% | +4.0% |
| 1Y | +24.8% | -18.8% | +43.5% | +27.8% |
| 3Y | +6.9% | +60.8% | -53.9% | -2.1% |
| 5Y | +33.2% | +60.0% | -26.8% | +19.7% |
| 10Y | +51.6% | +267.8% | -216.3% | +11.9% |
| All | +1,131.0% | +2,073.9% | -942.9% | +500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling