+43.4%
DLTR vs SM
+23.0%
+20.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -10.1% | +4.6% | -14.6% | -10.3% |
| 30D | -8.1% | +18.2% | -26.3% | -8.9% |
| 3M | +2.9% | +22.5% | -19.7% | +1.6% |
| 6M | +4.3% | +50.6% | -46.2% | +1.6% |
| YTD | -3.9% | +108.1% | -112.0% | -8.3% |
| 1Y | +18.9% | +46.0% | -27.1% | +15.6% |
| 3Y | +1.9% | +2.9% | -1.0% | -0.1% |
| 5Y | +31.0% | +112.6% | -81.6% | +24.0% |
| All | +43.4% | +23.0% | +20.5% | +22.6% |
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