+465.1%
STM vs DLTR
+76.3%
+388.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.2% |
| 7D | +12.0% | +5.3% | +6.7% | +10.5% |
| 30D | -0.4% | +13.4% | -13.8% | -4.1% |
| 3M | -13.2% | +6.6% | -19.8% | -15.5% |
| 6M | -26.1% | +59.1% | -85.1% | -36.2% |
| YTD | +81.2% | +12.3% | +68.9% | +71.5% |
| 1Y | +98.3% | +33.9% | +64.4% | +78.0% |
| 3Y | +16.7% | +23.0% | -6.3% | +3.3% |
| 5Y | -4.8% | +22.1% | -27.0% | -18.3% |
| All | +465.1% | +76.3% | +388.8% | +324.7% |
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