+9,302.3%
SU vs DLTR
+10,457.1%
-1,154.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.2% | -10.1% | +12.3% | +3.2% |
| 30D | +8.4% | -8.1% | +16.6% | +9.3% |
| 3M | +12.1% | +2.9% | +9.2% | +11.5% |
| 6M | +19.7% | +4.3% | +15.3% | +18.3% |
| YTD | +58.4% | -3.9% | +62.3% | +57.8% |
| 1Y | +67.2% | +18.9% | +48.3% | +62.6% |
| 3Y | +125.0% | +1.9% | +123.1% | +118.6% |
| 5Y | +355.1% | +31.0% | +324.1% | +326.2% |
| 10Y | +263.7% | +44.8% | +218.9% | +233.3% |
| All | +9,302.3% | +10,457.1% | -1,154.8% | +7,512.8% |
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