+100.5%
SIMO vs DLTR
+45.2%
+55.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.6% | -19.2% | -6.8% |
| 7D | -16.9% | +15.6% | -32.5% | -13.3% |
| 30D | -35.4% | +29.9% | -65.2% | -30.9% |
| 3M | -31.9% | +12.5% | -44.3% | -28.6% |
| 6M | -19.3% | +56.3% | -75.6% | -14.0% |
| YTD | +98.5% | +19.5% | +79.0% | +120.8% |
| 1Y | +100.5% | +44.0% | +56.5% | +96.4% |
| All | +100.5% | +45.2% | +55.3% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling