+137.3%
STX vs NYT
-16.3%
+153.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.7% |
| 7D | +9.6% | -1.6% | +11.2% | +9.0% |
| 30D | +10.6% | +2.8% | +7.8% | +11.7% |
| 3M | +4.8% | -9.2% | +14.0% | +5.1% |
| 6M | +137.3% | -17.1% | +154.3% | +136.4% |
| All | +137.3% | -16.3% | +153.6% | +136.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling