+10,112.2%
SPGI vs DLTR
+12,666.4%
-2,554.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | +15.3% | +21.5% | -6.2% | +11.7% |
| 3M | +16.5% | +11.6% | +4.9% | +14.3% |
| 6M | +19.8% | +58.7% | -38.9% | +10.9% |
| YTD | -3.2% | +16.2% | -19.4% | -6.4% |
| 1Y | +1.8% | +34.8% | -33.0% | -3.9% |
| 3Y | +30.6% | +25.3% | +5.3% | +21.3% |
| 5Y | +16.0% | +25.8% | -9.8% | +6.0% |
| 10Y | +338.6% | +83.7% | +254.9% | +266.0% |
| All | +10,112.2% | +12,666.4% | -2,554.2% | +5,544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling