+8,094.0%
STLD vs NYT
+420.8%
+7,673.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +2.7% | +0.3% | +2.3% | +2.5% |
| 30D | -8.4% | +7.0% | -15.4% | -10.9% |
| 3M | -9.9% | -7.9% | -2.0% | -7.8% |
| 6M | +33.0% | -15.0% | +48.0% | +39.7% |
| YTD | +42.6% | -1.3% | +43.9% | +40.3% |
| 1Y | +80.8% | +16.9% | +63.9% | +65.6% |
| 3Y | +143.4% | +58.9% | +84.5% | +91.5% |
| 5Y | +293.4% | +40.9% | +252.5% | +214.6% |
| 10Y | +1,080.4% | +471.8% | +608.6% | +388.6% |
| All | +8,094.0% | +420.8% | +7,673.3% | +2,568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling