+447.8%
SN vs DLTR
-9.3%
+457.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.4% |
| 7D | +1.5% | +5.3% | -3.7% | +0.2% |
| 30D | +21.5% | +13.4% | +8.1% | +17.7% |
| 3M | +20.0% | +6.6% | +13.4% | +17.5% |
| 6M | +119.9% | +59.1% | +60.8% | +94.2% |
| YTD | +102.3% | +12.3% | +90.1% | +93.4% |
| 1Y | +148.0% | +33.9% | +114.1% | +128.7% |
| 3Y | +450.0% | +23.0% | +427.0% | +403.9% |
| All | +447.8% | -9.3% | +457.1% | +288.9% |
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 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