+33.2%
DLTR vs STT
+150.3%
-117.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.3% |
| 7D | -5.8% | +2.2% | -8.0% | -6.4% |
| 30D | -5.2% | +3.9% | -9.1% | -6.3% |
| 3M | +15.2% | +19.2% | -4.0% | +8.8% |
| 6M | +7.1% | +60.4% | -53.3% | -8.3% |
| YTD | +0.8% | +51.5% | -50.6% | -12.4% |
| 1Y | +24.8% | +76.3% | -51.5% | +3.1% |
| 3Y | +6.9% | +200.7% | -193.8% | -26.0% |
| 5Y | +33.2% | +157.5% | -124.2% | -5.4% |
| All | +33.2% | +150.3% | -117.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling