+81.1%
STLD vs NYT
+17.8%
+63.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -8.9% | +4.6% | -13.5% | -8.8% |
| 3M | -14.0% | -9.6% | -4.4% | -14.0% |
| 6M | +30.8% | -14.0% | +44.8% | +31.5% |
| YTD | +42.3% | -2.8% | +45.1% | +47.3% |
| 1Y | +81.1% | +15.6% | +65.5% | +97.4% |
| All | +81.1% | +17.8% | +63.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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