+99.1%
STM vs NYT
+17.8%
+81.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.5% |
| 30D | -4.9% | +4.6% | -9.5% | -4.1% |
| 3M | -34.0% | -9.6% | -24.4% | -34.3% |
| 6M | +51.8% | -14.0% | +65.8% | +50.3% |
| YTD | +99.4% | -2.8% | +102.2% | +99.8% |
| 1Y | +99.1% | +15.6% | +83.5% | +95.9% |
| All | +99.1% | +17.8% | +81.2% | +95.9% |
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