+303.6%
SIMO vs DLTR
+34.4%
+269.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.8% | +6.7% |
| 7D | +14.6% | -5.8% | +20.4% | +15.3% |
| 30D | +6.2% | -5.2% | +11.4% | +6.7% |
| 3M | +3.6% | +15.2% | -11.6% | +1.1% |
| 6M | +130.8% | +7.1% | +123.7% | +127.3% |
| YTD | +195.8% | +0.8% | +194.9% | +193.8% |
| 1Y | +225.0% | +24.8% | +200.2% | +210.8% |
| 3Y | +452.3% | +6.9% | +445.4% | +422.3% |
| 5Y | +303.6% | +33.2% | +270.4% | +304.5% |
| All | +303.6% | +34.4% | +269.2% | +304.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling