+17,056.4%
STX vs NYT
+97.3%
+16,959.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.2% |
| 7D | +10.7% | +0.3% | +10.4% | +10.7% |
| 30D | +11.3% | +7.0% | +4.3% | +8.8% |
| 3M | +3.2% | -7.9% | +11.1% | +4.4% |
| 6M | +157.0% | -15.0% | +172.0% | +165.5% |
| YTD | +229.2% | -1.3% | +230.5% | +222.4% |
| 1Y | +381.8% | +16.9% | +365.0% | +344.6% |
| 3Y | +1,383.2% | +58.9% | +1,324.3% | +1,111.9% |
| 5Y | +1,144.9% | +40.9% | +1,104.0% | +929.0% |
| 10Y | +3,676.0% | +471.8% | +3,204.2% | +1,740.5% |
| All | +17,056.4% | +97.3% | +16,959.1% | +9,888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling