+16.0%
SPGI vs DLTR
+28.6%
-12.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | +15.3% | +21.5% | -6.2% | +12.2% |
| 3M | +16.5% | +11.6% | +4.9% | +14.6% |
| 6M | +19.8% | +58.7% | -38.9% | +12.4% |
| YTD | -3.2% | +16.2% | -19.4% | -5.9% |
| 1Y | +1.8% | +34.8% | -33.0% | -3.0% |
| 3Y | +30.6% | +25.3% | +5.3% | +23.8% |
| 5Y | +16.0% | +25.8% | -9.8% | +9.5% |
| All | +16.0% | +28.6% | -12.5% | +9.5% |
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