-29.6%
SIMO vs DLTR
+51.6%
-81.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +9.2% |
| 7D | +0.9% | -2.8% | +3.7% | -0.8% |
| 30D | -25.4% | +21.5% | -46.9% | -17.7% |
| 3M | -17.8% | +11.6% | -29.3% | -11.7% |
| 6M | -29.6% | +58.7% | -88.3% | -19.7% |
| All | -29.6% | +51.6% | -81.2% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling