+1.9%
DLTR vs SPXS
-79.6%
+81.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.9% |
| 7D | -10.1% | +2.5% | -12.6% | -9.6% |
| 30D | -8.1% | +4.2% | -12.3% | -7.3% |
| 3M | +2.9% | -9.3% | +12.2% | +1.1% |
| 6M | +4.3% | -30.7% | +35.0% | -2.3% |
| YTD | -3.9% | -28.1% | +24.1% | -9.1% |
| 1Y | +18.9% | -35.1% | +54.0% | +10.9% |
| 3Y | +1.9% | -79.6% | +81.5% | -23.0% |
| All | +1.9% | -79.6% | +81.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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