+526.2%
STRL vs NYT
+55.5%
+470.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | -9.0% | +4.5% | -13.4% | -9.3% |
| 3M | -37.1% | -8.5% | -28.5% | -37.0% |
| 6M | +17.8% | -15.1% | +32.9% | +20.1% |
| YTD | +58.3% | -3.3% | +61.6% | +55.8% |
| 1Y | +61.0% | +17.0% | +44.0% | +48.8% |
| All | +526.2% | +55.5% | +470.7% | +380.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling