+44.0%
DLTR vs SPYG
+10.8%
+33.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.4% | +9.4% |
| 7D | +15.6% | -2.8% | +18.4% | +16.2% |
| 30D | +29.9% | -6.2% | +36.0% | +31.6% |
| 3M | +12.5% | -3.6% | +16.1% | +13.1% |
| 6M | +56.3% | +4.8% | +51.5% | +52.2% |
| YTD | +19.5% | +11.0% | +8.5% | +12.7% |
| 1Y | +44.0% | +11.2% | +32.8% | +36.0% |
| All | +44.0% | +10.8% | +33.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling