+365.4%
STX vs NYT
+15.2%
+350.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.5% |
| 7D | +2.4% | -1.3% | +3.6% | +1.9% |
| 30D | +1.4% | +2.7% | -1.4% | +2.5% |
| 3M | -8.2% | -10.3% | +2.1% | -9.3% |
| 6M | +127.0% | -16.6% | +143.6% | +123.5% |
| YTD | +209.1% | -2.3% | +211.4% | +237.0% |
| 1Y | +365.4% | +15.0% | +350.4% | +485.0% |
| All | +365.4% | +15.2% | +350.2% | +485.0% |
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 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