+790.0%
DLTR vs SPYG
+553.6%
+236.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.7% |
| 7D | -9.4% | -1.8% | -7.6% | -8.4% |
| 30D | -7.3% | -1.9% | -5.4% | -6.3% |
| 3M | +7.6% | +5.2% | +2.4% | +3.8% |
| 6M | +1.6% | +15.6% | -14.0% | -7.8% |
| YTD | -3.5% | +12.4% | -15.9% | -11.1% |
| 1Y | +20.0% | +17.5% | +2.6% | +7.6% |
| 3Y | +2.3% | +98.1% | -95.8% | -35.8% |
| 5Y | +31.5% | +84.9% | -53.4% | -15.5% |
| 10Y | +45.4% | +417.7% | -372.3% | -53.9% |
| All | +790.0% | +553.6% | +236.3% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling