+553.4%
SE vs DLTR
+28.5%
+524.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -5.2% | -10.1% | +4.9% | -3.0% |
| 30D | -17.1% | -8.1% | -9.0% | -15.7% |
| 3M | +24.0% | +2.9% | +21.1% | +22.8% |
| 6M | +21.0% | +4.3% | +16.6% | +18.6% |
| YTD | -16.7% | -3.9% | -12.8% | -17.0% |
| 1Y | -45.9% | +18.9% | -64.8% | -49.0% |
| 3Y | +177.8% | +1.9% | +175.9% | +159.9% |
| 5Y | -67.4% | +31.0% | -98.4% | -70.7% |
| All | +553.4% | +28.5% | +524.9% | +448.1% |
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 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