+1,817.6%
SMH vs DLTR
+45.3%
+1,772.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.3% | -10.1% | +10.4% | +2.4% |
| 30D | -2.8% | -8.1% | +5.3% | -1.3% |
| 3M | -6.7% | +2.9% | -9.6% | -8.0% |
| 6M | +41.8% | +4.3% | +37.4% | +38.4% |
| YTD | +57.9% | -3.9% | +61.8% | +56.7% |
| 1Y | +87.6% | +18.9% | +68.7% | +76.6% |
| 3Y | +282.9% | +1.9% | +281.0% | +261.7% |
| 5Y | +330.4% | +31.0% | +299.4% | +265.6% |
| All | +1,817.6% | +45.3% | +1,772.3% | +1,434.5% |
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 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