+57.9%
SAP vs DLTR
+33.2%
+24.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.0% |
| 7D | -0.3% | -5.8% | +5.6% | +0.5% |
| 30D | +2.6% | -5.2% | +7.8% | +3.2% |
| 3M | +16.3% | +15.2% | +1.1% | +14.2% |
| 6M | +6.4% | +7.1% | -0.7% | +5.0% |
| YTD | -11.4% | +0.8% | -12.3% | -12.1% |
| 1Y | -20.4% | +24.8% | -45.2% | -23.1% |
| 3Y | +56.5% | +6.9% | +49.6% | +52.6% |
| All | +57.9% | +33.2% | +24.7% | +58.5% |
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 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