+2.1%
DLTR vs SM
-1.2%
+3.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.6% |
| 7D | -10.2% | -0.2% | -10.0% | -10.2% |
| 30D | -8.5% | +20.3% | -28.8% | -9.6% |
| 3M | +5.6% | +22.9% | -17.4% | +3.8% |
| 6M | +2.2% | +47.8% | -45.6% | -2.2% |
| YTD | -3.8% | +107.5% | -111.2% | -12.2% |
| 1Y | +22.9% | +51.7% | -28.8% | +16.8% |
| All | +2.1% | -1.2% | +3.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling