+2,125.4%
STRL vs DLTR
+27.2%
+2,098.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.8% |
| 7D | +8.2% | -10.2% | +18.5% | +9.6% |
| 30D | -6.3% | -8.5% | +2.2% | -5.4% |
| 3M | -41.2% | +5.6% | -46.8% | -42.2% |
| 6M | +20.4% | +2.2% | +18.2% | +18.4% |
| YTD | +61.7% | -3.8% | +65.4% | +60.1% |
| 1Y | +72.7% | +22.9% | +49.8% | +64.9% |
| 3Y | +530.9% | +2.0% | +528.9% | +523.5% |
| 5Y | +2,125.4% | +29.8% | +2,095.6% | +2,015.8% |
| All | +2,125.4% | +27.2% | +2,098.2% | +2,015.8% |
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