+17.7%
STM vs NYT
+39.3%
-21.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -7.8% | +4.5% | -12.3% | -9.2% |
| 3M | -28.2% | -8.5% | -19.7% | -26.8% |
| 6M | +52.0% | -15.1% | +67.0% | +58.0% |
| YTD | +96.4% | -3.3% | +99.7% | +92.3% |
| 1Y | +98.8% | +17.0% | +81.8% | +78.4% |
| 3Y | +18.3% | +55.7% | -37.4% | -8.8% |
| 5Y | +17.7% | +38.9% | -21.2% | -18.7% |
| All | +17.7% | +39.3% | -21.6% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling