+432.7%
SN vs DLTR
-7.2%
+439.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | +1.4% | +2.4% | -1.0% | +0.7% |
| 30D | +16.6% | +21.5% | -4.9% | +11.1% |
| 3M | +18.3% | +9.8% | +8.4% | +15.0% |
| 6M | +103.1% | +58.6% | +44.4% | +79.5% |
| YTD | +96.7% | +14.8% | +81.9% | +87.1% |
| 1Y | +134.3% | +33.0% | +101.3% | +116.2% |
| 3Y | +425.2% | +23.8% | +401.4% | +376.8% |
| All | +432.7% | -7.2% | +439.9% | +276.2% |
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 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