+1,662.1%
STM vs DLTR
+11,640.8%
-9,978.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +2.5% | +3.3% | +5.0% |
| 30D | -1.0% | +2.1% | -3.1% | -1.8% |
| 3M | -33.3% | +20.3% | -53.5% | -37.0% |
| 6M | +57.4% | +11.5% | +45.8% | +50.4% |
| YTD | +102.2% | +6.8% | +95.4% | +95.1% |
| 1Y | +99.6% | +31.1% | +68.5% | +80.9% |
| 3Y | +14.5% | +10.7% | +3.8% | +4.7% |
| 5Y | +21.4% | +41.6% | -20.2% | -0.4% |
| 10Y | +695.0% | +58.1% | +636.8% | +501.1% |
| All | +1,662.1% | +11,640.8% | -9,978.7% | +444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling