-25.9%
STRL vs NYT
+16.5%
-42.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.9% | -20.5% | -21.9% |
| 7D | -27.1% | -3.9% | -23.2% | -28.3% |
| 30D | -45.8% | +4.3% | -50.1% | -44.8% |
| 3M | -47.6% | -11.7% | -35.9% | -49.5% |
| 6M | -46.4% | -14.4% | -32.0% | -46.5% |
| YTD | -7.4% | -3.0% | -4.3% | +1.8% |
| 1Y | -25.9% | +16.5% | -42.4% | +9.7% |
| All | -25.9% | +16.5% | -42.4% | +9.7% |
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 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