+76.3%
DLTR vs STT
+198.3%
-122.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +5.3% | +4.8% | +0.5% | +3.9% |
| 30D | +13.4% | +3.9% | +9.5% | +12.2% |
| 3M | +6.6% | -8.2% | +14.8% | +9.2% |
| 6M | +59.1% | +15.6% | +43.5% | +51.4% |
| YTD | +12.3% | +37.6% | -25.4% | +0.7% |
| 1Y | +33.9% | +50.1% | -16.3% | +16.9% |
| 3Y | +23.0% | +183.1% | -160.1% | -12.2% |
| 5Y | +22.1% | +104.8% | -82.7% | -6.8% |
| All | +76.3% | +198.3% | -122.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling