+11,144.7%
DLTR vs SM
+1,231.1%
+9,913.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +2.1% | +26.3% | -24.2% | +0.5% |
| 3M | +20.3% | +8.7% | +11.6% | +19.3% |
| 6M | +11.5% | +51.7% | -40.2% | +7.9% |
| YTD | +6.8% | +99.0% | -92.2% | +1.5% |
| 1Y | +31.1% | +34.6% | -3.5% | +27.4% |
| 3Y | +10.7% | -7.8% | +18.4% | +8.9% |
| 5Y | +41.6% | +104.8% | -63.2% | +31.4% |
| 10Y | +58.1% | +7.2% | +50.9% | +34.9% |
| All | +11,144.7% | +1,231.1% | +9,913.7% | +6,260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling