+236.6%
SAP vs DLTR
+76.3%
+160.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.7% |
| 7D | +0.6% | +5.3% | -4.7% | -0.3% |
| 30D | +6.5% | +13.4% | -6.9% | +4.1% |
| 3M | +12.2% | +6.6% | +5.6% | +10.6% |
| 6M | +46.1% | +59.1% | -13.0% | +33.9% |
| YTD | -1.6% | +12.3% | -13.9% | -4.6% |
| 1Y | -5.1% | +33.9% | -39.0% | -10.8% |
| 3Y | +68.4% | +23.0% | +45.4% | +56.6% |
| 5Y | +79.4% | +22.1% | +57.3% | +63.3% |
| All | +236.6% | +76.3% | +160.3% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling