+45.5%
SRE vs DLTR
+30.4%
+15.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.8% | -10.1% | +9.2% | -0.1% |
| 30D | -3.0% | -8.1% | +5.1% | -2.4% |
| 3M | -8.3% | +2.9% | -11.2% | -8.7% |
| 6M | -8.9% | +4.3% | -13.3% | -9.5% |
| YTD | -4.3% | -3.9% | -0.3% | -4.3% |
| 1Y | +2.7% | +18.9% | -16.2% | +0.7% |
| 3Y | +28.7% | +1.9% | +26.8% | +27.8% |
| All | +45.5% | +30.4% | +15.1% | +36.3% |
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