+197.9%
STT vs NYT
+56.2%
+141.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +1.7% | +4.6% | -2.9% | +0.9% |
| 3M | +17.9% | -9.6% | +27.5% | +19.3% |
| 6M | +55.3% | -14.0% | +69.3% | +58.6% |
| YTD | +52.7% | -2.8% | +55.5% | +51.1% |
| 1Y | +75.7% | +15.6% | +60.1% | +66.1% |
| 3Y | +197.9% | +56.3% | +141.6% | +148.7% |
| All | +197.9% | +56.2% | +141.7% | +148.7% |
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