+98.8%
STM vs DLTR
+21.9%
+76.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -1.1% | -9.4% | +8.4% | +0.8% |
| 30D | -7.8% | -7.3% | -0.5% | -6.7% |
| 3M | -28.2% | +7.6% | -35.8% | -30.0% |
| 6M | +52.0% | +1.6% | +50.4% | +51.6% |
| YTD | +96.4% | -3.5% | +99.9% | +97.2% |
| 1Y | +98.8% | +20.0% | +78.8% | +77.3% |
| All | +98.8% | +21.9% | +76.9% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling