-30.3%
SIMO vs DLTR
+56.8%
-87.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.7% |
| 7D | +14.9% | +2.4% | +12.5% | +15.8% |
| 30D | -27.0% | +21.5% | -48.5% | -19.5% |
| 3M | -25.4% | +9.8% | -35.2% | -20.3% |
| 6M | -30.3% | +58.6% | -88.9% | -20.9% |
| All | -30.3% | +56.8% | -87.0% | -20.9% |
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