+365.4%
STX vs DLTR
+29.2%
+336.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.4% |
| 7D | +2.4% | +2.5% | -0.1% | +2.6% |
| 30D | +1.4% | +2.1% | -0.7% | +1.6% |
| 3M | -8.2% | +20.3% | -28.5% | -8.4% |
| 6M | +127.0% | +11.5% | +115.5% | +133.4% |
| YTD | +209.1% | +6.8% | +202.3% | +222.5% |
| 1Y | +365.4% | +31.1% | +334.3% | +368.2% |
| All | +365.4% | +29.2% | +336.2% | +368.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling