-39.7%
NYC vs SPY
+145.3%
-185.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -1.4% | -0.8% | -0.7% | -1.0% |
| 30D | -18.2% | -1.1% | -17.1% | -17.7% |
| 3M | -16.8% | +3.9% | -20.6% | -18.6% |
| 6M | -26.6% | +13.6% | -40.2% | -32.2% |
| YTD | -25.2% | +12.7% | -37.9% | -30.6% |
| 1Y | -37.8% | +17.5% | -55.3% | -43.9% |
| 3Y | -5.6% | +76.9% | -82.5% | -37.0% |
| 5Y | -10.8% | +83.6% | -94.4% | -43.6% |
| All | -39.7% | +145.3% | -185.0% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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