-5.9%
SAP vs DLTR
+45.2%
-51.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.6% | -5.4% | +2.4% |
| 7D | +1.3% | +15.6% | -14.3% | -1.4% |
| 30D | +15.5% | +29.9% | -14.3% | +10.3% |
| 3M | +22.8% | +12.5% | +10.3% | +19.8% |
| 6M | +42.5% | +56.3% | -13.8% | +31.1% |
| YTD | +0.5% | +19.5% | -19.0% | -3.8% |
| 1Y | -5.9% | +44.0% | -50.0% | -13.5% |
| All | -5.9% | +45.2% | -51.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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