+2,439.3%
SAP vs DLTR
+6,657.6%
-4,218.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -3.9% | +2.4% | -6.3% | -4.4% |
| 30D | +6.5% | +21.5% | -15.0% | +2.0% |
| 3M | +14.7% | +9.8% | +4.8% | +11.9% |
| 6M | +39.9% | +58.6% | -18.7% | +25.5% |
| YTD | -2.0% | +14.8% | -16.8% | -6.2% |
| 1Y | -6.0% | +33.0% | -39.1% | -13.0% |
| 3Y | +67.7% | +23.8% | +43.8% | +51.6% |
| 5Y | +78.8% | +24.9% | +53.9% | +57.0% |
| 10Y | +229.3% | +81.6% | +147.7% | +152.0% |
| All | +2,439.3% | +6,657.6% | -4,218.3% | +825.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling