+74.6%
SAP vs DLTR
+26.4%
+48.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -1.9% |
| 7D | +1.5% | +5.0% | -3.6% | +0.7% |
| 30D | +8.8% | +18.7% | -9.9% | +6.3% |
| 3M | +12.1% | +8.9% | +3.2% | +10.5% |
| 6M | +34.6% | +49.4% | -14.9% | +27.1% |
| YTD | -2.1% | +14.5% | -16.6% | -4.6% |
| 1Y | -5.5% | +32.5% | -38.0% | -9.7% |
| 3Y | +67.4% | +23.4% | +44.0% | +59.9% |
| 5Y | +74.6% | +26.2% | +48.4% | +69.1% |
| All | +74.6% | +26.4% | +48.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling