+43.4%
DLTR vs SNY
+64.5%
-21.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -10.1% | -3.3% | -6.8% | -9.3% |
| 30D | -8.1% | -2.2% | -6.0% | -7.5% |
| 3M | +2.9% | -3.0% | +5.9% | +3.6% |
| 6M | +4.3% | +2.7% | +1.6% | +3.7% |
| YTD | -3.9% | -6.8% | +2.9% | -2.4% |
| 1Y | +18.9% | -5.3% | +24.2% | +20.1% |
| 3Y | +1.9% | -9.8% | +11.7% | +2.0% |
| 5Y | +31.0% | +9.7% | +21.3% | +21.2% |
| All | +43.4% | +64.5% | -21.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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