+3,343.4%
STX vs NYT
+489.9%
+2,853.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -5.5% | +4.6% | -10.1% | -6.7% |
| 3M | -4.3% | -9.6% | +5.3% | -2.9% |
| 6M | +115.6% | -14.0% | +129.6% | +121.2% |
| YTD | +202.2% | -2.8% | +205.0% | +197.4% |
| 1Y | +325.3% | +15.6% | +309.7% | +294.7% |
| 3Y | +1,283.9% | +56.3% | +1,227.6% | +1,037.7% |
| 5Y | +1,048.3% | +39.5% | +1,008.8% | +844.8% |
| All | +3,343.4% | +489.9% | +2,853.5% | +1,585.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling