+19,988.0%
STRL vs NYT
+799.0%
+19,189.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | +10.1% | +0.3% | +9.8% | +10.0% |
| 30D | -8.2% | +7.0% | -15.2% | -9.9% |
| 3M | -43.7% | -7.9% | -35.8% | -43.2% |
| 6M | +27.1% | -15.0% | +42.1% | +30.7% |
| YTD | +64.0% | -1.3% | +65.3% | +61.5% |
| 1Y | +75.2% | +16.9% | +58.3% | +63.7% |
| 3Y | +539.9% | +58.9% | +481.0% | +442.8% |
| 5Y | +2,133.0% | +40.9% | +2,092.1% | +1,827.7% |
| 10Y | +7,178.3% | +471.8% | +6,706.5% | +4,156.2% |
| All | +19,988.0% | +799.0% | +19,189.0% | +8,654.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling