+10.4%
DLTR vs SITM
+4,437.5%
-4,427.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.4% |
| 7D | -10.2% | +3.7% | -14.0% | -10.6% |
| 30D | -8.5% | -14.5% | +6.0% | -7.3% |
| 3M | +5.6% | -10.6% | +16.1% | +5.4% |
| 6M | +2.2% | +65.5% | -63.3% | -5.3% |
| YTD | -3.8% | +67.0% | -70.8% | -11.6% |
| 1Y | +22.9% | +138.6% | -115.7% | +7.6% |
| 3Y | +2.0% | +421.8% | -419.8% | -23.5% |
| 5Y | +29.8% | +172.4% | -142.6% | -2.0% |
| All | +10.4% | +4,437.5% | -4,427.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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