+1.9%
DLTR vs SPYG
+98.4%
-96.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | -8.1% | -1.5% | -6.6% | -7.7% |
| 3M | +2.9% | +3.7% | -0.9% | +1.4% |
| 6M | +4.3% | +16.4% | -12.1% | -1.4% |
| YTD | -3.9% | +13.3% | -17.3% | -8.5% |
| 1Y | +18.9% | +17.9% | +1.0% | +11.7% |
| 3Y | +1.9% | +98.3% | -96.4% | -25.0% |
| All | +1.9% | +98.4% | -96.5% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling