+57.9%
SO vs DLTR
+27.2%
+30.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.5% |
| 7D | 0.0% | -10.2% | +10.3% | +0.6% |
| 30D | -2.5% | -8.5% | +6.0% | -2.1% |
| 3M | -4.2% | +5.6% | -9.7% | -4.5% |
| 6M | -7.7% | +2.2% | -9.8% | -7.9% |
| YTD | +3.8% | -3.8% | +7.6% | +3.8% |
| 1Y | +0.1% | +22.9% | -22.9% | -1.5% |
| 3Y | +44.2% | +2.0% | +42.2% | +42.9% |
| 5Y | +57.9% | +29.8% | +28.1% | +53.3% |
| All | +57.9% | +27.2% | +30.7% | +53.3% |
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