+1,526.3%
SRE vs DLTR
+1,231.9%
+294.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.1% |
| 7D | +1.5% | -10.2% | +11.7% | +2.5% |
| 30D | +0.8% | -8.5% | +9.3% | +1.7% |
| 3M | -5.8% | +5.6% | -11.3% | -6.5% |
| 6M | -7.8% | +2.2% | -10.0% | -8.6% |
| YTD | -2.4% | -3.8% | +1.4% | -2.6% |
| 1Y | +8.9% | +22.9% | -14.0% | +5.6% |
| 3Y | +31.1% | +2.0% | +29.0% | +27.5% |
| 5Y | +48.6% | +29.8% | +18.8% | +38.9% |
| 10Y | +126.1% | +45.0% | +81.1% | +104.9% |
| All | +1,526.3% | +1,231.9% | +294.4% | +1,126.8% |
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 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