+655.9%
STM vs NYT
+489.9%
+165.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -4.9% | +4.6% | -9.5% | -6.6% |
| 3M | -34.0% | -9.6% | -24.4% | -32.3% |
| 6M | +51.8% | -14.0% | +65.8% | +57.5% |
| YTD | +99.4% | -2.8% | +102.2% | +95.8% |
| 1Y | +99.1% | +15.6% | +83.5% | +81.3% |
| 3Y | +19.5% | +56.3% | -36.8% | -5.7% |
| 5Y | +19.5% | +39.5% | -20.0% | -5.0% |
| All | +655.9% | +489.9% | +165.9% | +359.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling