+2,273.4%
STM vs NYT
+806.5%
+1,466.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -7.4% | +7.0% | -14.3% | -9.9% |
| 3M | -30.6% | -7.9% | -22.7% | -29.3% |
| 6M | +66.4% | -15.0% | +81.4% | +73.7% |
| YTD | +101.1% | -1.3% | +102.4% | +96.8% |
| 1Y | +97.4% | +16.9% | +80.5% | +79.9% |
| 3Y | +21.1% | +58.9% | -37.8% | -3.9% |
| 5Y | +22.5% | +40.9% | -18.4% | -0.8% |
| 10Y | +657.6% | +471.8% | +185.8% | +231.2% |
| All | +2,273.4% | +806.5% | +1,466.9% | +708.5% |
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