+10.3%
STM vs DLTR
+23.7%
-13.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.2% |
| 7D | -7.9% | +5.0% | -13.0% | -8.8% |
| 30D | -14.1% | +18.7% | -32.8% | -17.3% |
| 3M | -17.6% | +8.9% | -26.5% | -19.4% |
| 6M | -24.2% | +49.4% | -73.7% | -31.7% |
| YTD | +73.3% | +14.5% | +58.8% | +66.0% |
| 1Y | +90.1% | +32.5% | +57.6% | +75.1% |
| 3Y | +10.3% | +23.4% | -13.1% | -5.3% |
| All | +10.3% | +23.7% | -13.3% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling