+7,235.0%
STT vs NYT
+754.7%
+6,480.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +1.0% | -1.6% | +2.6% | +1.5% |
| 30D | +2.8% | +2.8% | 0.0% | +1.8% |
| 3M | +18.1% | -9.2% | +27.3% | +21.0% |
| 6M | +59.2% | -17.1% | +76.3% | +67.6% |
| YTD | +51.5% | -3.2% | +54.7% | +50.6% |
| 1Y | +75.7% | +15.7% | +60.0% | +63.7% |
| 3Y | +200.8% | +55.7% | +145.0% | +147.2% |
| 5Y | +155.8% | +39.4% | +116.4% | +113.0% |
| 10Y | +266.4% | +485.6% | -219.2% | +71.0% |
| All | +7,235.0% | +754.7% | +6,480.3% | +2,498.0% |
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 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