+440.4%
SN vs DLTR
+23.7%
+416.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | +7.6% | +5.0% | +2.5% | +5.9% |
| 30D | +22.4% | +18.7% | +3.7% | +16.6% |
| 3M | +21.7% | +8.9% | +12.8% | +18.1% |
| 6M | +102.8% | +49.4% | +53.4% | +79.2% |
| YTD | +102.4% | +14.5% | +87.9% | +91.6% |
| 1Y | +139.0% | +32.5% | +106.5% | +118.2% |
| 3Y | +440.4% | +23.4% | +416.9% | +380.9% |
| All | +440.4% | +23.7% | +416.7% | +380.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling