+481.9%
NYT vs STLA
+55.1%
+426.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | +4.6% | +0.9% | +3.6% | +4.2% |
| 3M | -9.6% | -21.6% | +12.0% | -5.7% |
| 6M | -14.0% | -21.6% | +7.6% | -10.6% |
| YTD | -2.8% | -50.4% | +47.6% | +8.8% |
| 1Y | +15.6% | -43.6% | +59.2% | +25.3% |
| 3Y | +56.3% | -66.4% | +122.7% | +82.4% |
| 5Y | +39.5% | -62.3% | +101.8% | +54.7% |
| All | +481.9% | +55.1% | +426.9% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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