+7,285.0%
STRL vs NYT
+489.9%
+6,795.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.2% |
| 7D | +5.0% | -0.6% | +5.6% | +5.3% |
| 30D | -6.9% | +4.6% | -11.5% | -8.3% |
| 3M | -39.1% | -9.6% | -29.5% | -38.2% |
| 6M | +21.5% | -14.0% | +35.5% | +25.3% |
| YTD | +66.9% | -2.8% | +69.7% | +63.9% |
| 1Y | +61.6% | +15.6% | +46.0% | +47.3% |
| 3Y | +560.0% | +56.3% | +503.7% | +421.6% |
| 5Y | +2,238.9% | +39.5% | +2,199.3% | +1,772.6% |
| All | +7,285.0% | +489.9% | +6,795.0% | +3,025.3% |
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