+664.5%
STM vs DLTR
+45.2%
+619.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | +0.4% |
| 7D | +1.7% | -10.2% | +11.9% | +4.6% |
| 30D | -5.2% | -8.5% | +3.3% | -3.1% |
| 3M | -29.6% | +5.6% | -35.2% | -31.0% |
| 6M | +54.4% | +2.2% | +52.2% | +51.2% |
| YTD | +99.5% | -3.8% | +103.3% | +98.3% |
| 1Y | +100.8% | +22.9% | +77.8% | +85.2% |
| 3Y | +20.2% | +2.0% | +18.1% | +12.6% |
| 5Y | +21.1% | +29.8% | -8.7% | +1.3% |
| 10Y | +664.5% | +45.0% | +619.5% | +512.2% |
| All | +664.5% | +45.2% | +619.3% | +512.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling