+22.5%
STM vs DLTR
+34.4%
-11.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.8% |
| 7D | +5.2% | -5.8% | +11.0% | +6.6% |
| 30D | -7.4% | -5.2% | -2.1% | -6.4% |
| 3M | -30.6% | +15.2% | -45.8% | -33.2% |
| 6M | +66.4% | +7.1% | +59.3% | +61.9% |
| YTD | +101.1% | +0.8% | +100.3% | +98.2% |
| 1Y | +97.4% | +24.8% | +72.6% | +83.9% |
| 3Y | +21.1% | +6.9% | +14.2% | +13.3% |
| 5Y | +22.5% | +33.2% | -10.8% | +21.7% |
| All | +22.5% | +34.4% | -11.9% | +21.7% |
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 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