+3,365.1%
SIMO vs DLTR
+1,527.8%
+1,837.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | +2.5% | +1.8% | +3.6% |
| 30D | +4.1% | +2.1% | +2.0% | +3.4% |
| 3M | -12.9% | +20.3% | -33.1% | -17.6% |
| 6M | +110.3% | +11.5% | +98.8% | +100.6% |
| YTD | +178.6% | +6.8% | +171.7% | +168.1% |
| 1Y | +220.0% | +31.1% | +188.9% | +190.2% |
| 3Y | +409.0% | +10.7% | +398.4% | +364.5% |
| 5Y | +277.3% | +41.6% | +235.7% | +203.3% |
| 10Y | +506.6% | +58.1% | +448.5% | +333.4% |
| All | +3,365.1% | +1,527.8% | +1,837.2% | +975.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling