-5.7%
STM vs DLTR
+26.4%
-32.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.2% |
| 7D | -7.9% | +5.0% | -13.0% | -9.0% |
| 30D | -14.1% | +18.7% | -32.8% | -17.8% |
| 3M | -17.6% | +8.9% | -26.5% | -19.8% |
| 6M | -24.2% | +49.4% | -73.7% | -32.4% |
| YTD | +73.3% | +14.5% | +58.8% | +64.8% |
| 1Y | +90.1% | +32.5% | +57.6% | +73.7% |
| 3Y | +10.3% | +23.4% | -13.1% | -0.8% |
| 5Y | -5.7% | +26.2% | -31.9% | -11.9% |
| All | -5.7% | +26.4% | -32.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling