+434.6%
SIMO vs DLTR
+85.5%
+349.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.4% |
| 30D | -25.4% | +21.5% | -46.9% | -27.9% |
| 3M | -17.8% | +11.6% | -29.3% | -19.7% |
| 6M | -29.6% | +58.7% | -88.3% | -36.1% |
| YTD | +100.3% | +16.2% | +84.1% | +92.1% |
| 1Y | +100.4% | +34.8% | +65.5% | +86.1% |
| 3Y | +246.1% | +25.3% | +220.8% | +216.1% |
| 5Y | +189.8% | +25.8% | +164.0% | +156.2% |
| 10Y | +434.6% | +83.7% | +350.9% | +315.6% |
| All | +434.6% | +85.5% | +349.1% | +315.6% |
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 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