+804.3%
NYT vs STLA
+246.1%
+558.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +2.8% | -5.2% | +8.0% | +3.5% |
| 3M | -9.2% | -24.9% | +15.6% | -5.1% |
| 6M | -17.1% | -25.2% | +8.1% | -13.5% |
| YTD | -3.2% | -51.4% | +48.2% | +7.4% |
| 1Y | +15.7% | -40.7% | +56.4% | +23.3% |
| 3Y | +55.7% | -66.3% | +122.0% | +78.2% |
| 5Y | +39.4% | -63.2% | +102.6% | +54.2% |
| 10Y | +485.6% | +48.7% | +436.8% | +397.0% |
| All | +804.3% | +246.1% | +558.1% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling