+2,119.0%
STRL vs NYT
+39.3%
+2,079.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | -9.0% | +4.5% | -13.4% | -10.1% |
| 3M | -37.1% | -8.5% | -28.5% | -36.5% |
| 6M | +17.8% | -15.1% | +32.9% | +21.8% |
| YTD | +58.3% | -3.3% | +61.6% | +55.3% |
| 1Y | +61.0% | +17.0% | +44.0% | +45.2% |
| 3Y | +517.8% | +55.7% | +462.2% | +375.7% |
| 5Y | +2,119.0% | +38.9% | +2,080.2% | +1,511.0% |
| All | +2,119.0% | +39.3% | +2,079.8% | +1,511.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling