+862.0%
DLTR vs SPXS
-100.0%
+962.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.2% |
| 7D | -10.2% | +1.2% | -11.5% | -10.0% |
| 30D | -8.5% | +5.2% | -13.7% | -7.5% |
| 3M | +5.6% | -9.2% | +14.7% | +3.9% |
| 6M | +2.2% | -29.6% | +31.8% | -4.1% |
| YTD | -3.8% | -27.6% | +23.9% | -8.9% |
| 1Y | +22.9% | -36.7% | +59.7% | +13.9% |
| 3Y | +2.0% | -79.8% | +81.9% | -21.3% |
| 5Y | +29.8% | -85.9% | +115.7% | +1.8% |
| 10Y | +45.0% | -99.5% | +144.6% | -28.9% |
| All | +862.0% | -100.0% | +962.0% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling