+388.8%
SIMO vs DLTR
+76.3%
+312.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.3% |
| 7D | +4.1% | +5.3% | -1.2% | +3.4% |
| 30D | -24.0% | +13.4% | -37.4% | -25.7% |
| 3M | -31.8% | +6.6% | -38.4% | -32.9% |
| 6M | -36.9% | +59.1% | -96.0% | -42.9% |
| YTD | +84.8% | +12.3% | +72.6% | +78.2% |
| 1Y | +99.0% | +33.9% | +65.1% | +84.7% |
| 3Y | +217.9% | +23.0% | +194.9% | +190.9% |
| 5Y | +171.5% | +22.1% | +149.4% | +141.0% |
| All | +388.8% | +76.3% | +312.5% | +283.1% |
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