+123.8%
STX vs NYT
+16.5%
+107.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -8.4% |
| 7D | -20.2% | -3.9% | -16.3% | -21.1% |
| 30D | -37.2% | +4.3% | -41.5% | -36.4% |
| 3M | -34.1% | -11.7% | -22.3% | -36.3% |
| 6M | -24.5% | -14.4% | -10.0% | -24.7% |
| YTD | +102.9% | -3.0% | +106.0% | +113.3% |
| 1Y | +123.8% | +16.5% | +107.3% | +141.8% |
| All | +123.8% | +16.5% | +107.3% | +141.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling