+3,476.8%
STX vs DLTR
+45.9%
+3,430.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +8.0% | -9.4% | +17.4% | +9.8% |
| 30D | +5.1% | -7.3% | +12.4% | +6.2% |
| 3M | +5.8% | +7.6% | -1.8% | +2.9% |
| 6M | +124.9% | +1.6% | +123.4% | +119.8% |
| YTD | +213.9% | -3.5% | +217.4% | +210.2% |
| 1Y | +350.4% | +20.0% | +330.4% | +323.0% |
| 3Y | +1,314.2% | +2.3% | +1,311.9% | +1,235.1% |
| 5Y | +1,092.8% | +31.5% | +1,061.3% | +923.3% |
| All | +3,476.8% | +45.9% | +3,430.9% | +2,801.7% |
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 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