+2.2%
SPGI vs DLTR
+27.2%
-24.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.0% |
| 7D | -3.1% | -10.2% | +7.2% | -1.8% |
| 30D | +2.0% | -8.5% | +10.5% | +3.1% |
| 3M | +4.3% | +5.6% | -1.2% | +3.6% |
| 6M | -0.2% | +2.2% | -2.4% | -0.9% |
| YTD | -14.8% | -3.8% | -11.0% | -14.9% |
| 1Y | -18.5% | +22.9% | -41.5% | -21.2% |
| 3Y | +16.0% | +2.0% | +13.9% | +13.2% |
| 5Y | +2.2% | +29.8% | -27.6% | +1.8% |
| All | +2.2% | +27.2% | -24.9% | +1.8% |
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