-14.4%
SMR vs DLTR
-16.6%
+2.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.6% |
| 7D | -11.2% | -10.1% | -1.2% | -10.3% |
| 30D | -10.2% | -8.1% | -2.1% | -9.6% |
| 3M | -10.0% | +2.9% | -12.9% | -10.9% |
| 6M | -30.5% | +4.3% | -34.8% | -31.6% |
| YTD | -39.2% | -3.9% | -35.3% | -39.7% |
| 1Y | -75.5% | +18.9% | -94.4% | -76.2% |
| 3Y | +45.4% | +1.9% | +43.5% | +43.8% |
| All | -14.4% | -16.6% | +2.2% | -9.8% |
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