+1,283.9%
STX vs NYT
+56.2%
+1,227.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.7% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -5.5% | +4.6% | -10.1% | -5.6% |
| 3M | -4.3% | -9.6% | +5.3% | -4.0% |
| 6M | +115.6% | -14.0% | +129.6% | +117.9% |
| YTD | +202.2% | -2.8% | +205.0% | +198.7% |
| 1Y | +325.3% | +15.6% | +309.7% | +305.1% |
| 3Y | +1,283.9% | +56.3% | +1,227.6% | +1,046.6% |
| All | +1,283.9% | +56.2% | +1,227.7% | +1,046.6% |
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