+76.3%
DLTR vs SM
+18.0%
+58.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | +5.3% | +9.4% | -4.1% | +4.8% |
| 30D | +13.4% | -14.4% | +27.8% | +14.0% |
| 3M | +6.6% | +1.6% | +5.1% | +6.1% |
| 6M | +59.1% | +6.3% | +52.7% | +57.5% |
| YTD | +12.3% | +78.8% | -66.5% | +7.6% |
| 1Y | +33.9% | +83.1% | -49.3% | +28.0% |
| 3Y | +23.0% | -5.9% | +28.9% | +20.8% |
| 5Y | +22.1% | +4.8% | +17.3% | +18.2% |
| All | +76.3% | +18.0% | +58.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling