+2,358.6%
SYY vs DLTR
+10,500.9%
-8,142.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.5% | -9.4% | +11.0% | +2.9% |
| 30D | -2.3% | -7.3% | +5.0% | -1.4% |
| 3M | +5.5% | +7.6% | -2.1% | +4.2% |
| 6M | -1.0% | +1.6% | -2.5% | -1.8% |
| YTD | +14.1% | -3.5% | +17.7% | +13.8% |
| 1Y | +5.6% | +20.0% | -14.5% | +1.9% |
| 3Y | +27.9% | +2.3% | +25.6% | +23.5% |
| 5Y | +22.7% | +31.5% | -8.8% | +13.0% |
| 10Y | +113.9% | +45.4% | +68.5% | +91.6% |
| All | +2,358.6% | +10,500.9% | -8,142.3% | +1,432.6% |
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