+61.6%
STRL vs NYT
+17.8%
+43.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.6% |
| 7D | +5.0% | -0.6% | +5.6% | +4.8% |
| 30D | -6.9% | +4.6% | -11.5% | -5.3% |
| 3M | -39.1% | -9.6% | -29.5% | -39.8% |
| 6M | +21.5% | -14.0% | +35.5% | +21.5% |
| YTD | +66.9% | -2.8% | +69.7% | +80.1% |
| 1Y | +61.6% | +15.6% | +46.0% | +118.1% |
| All | +61.6% | +17.8% | +43.8% | +118.1% |
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