+3,877.1%
STRL vs DLTR
+85.5%
+3,791.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +4.7% |
| 7D | +7.1% | -2.8% | +9.9% | +7.8% |
| 30D | -39.4% | +21.5% | -60.9% | -42.1% |
| 3M | -43.0% | +11.6% | -54.6% | -44.7% |
| 6M | -65.0% | +58.7% | -123.7% | -68.9% |
| YTD | -0.8% | +16.2% | -16.9% | -6.2% |
| 1Y | -20.3% | +34.8% | -55.1% | -27.2% |
| 3Y | +356.5% | +25.3% | +331.2% | +314.9% |
| 5Y | +952.8% | +25.8% | +927.0% | +812.8% |
| 10Y | +3,877.1% | +83.7% | +3,793.4% | +2,835.4% |
| All | +3,877.1% | +85.5% | +3,791.6% | +2,835.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling