-8.6%
NYC vs SPY
+82.3%
-90.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 6M | -26.6% | +13.6% | -40.2% | -32.2% |
| YTD | -25.2% | +12.7% | -37.9% | -30.7% |
| 1Y | -37.8% | +17.5% | -55.3% | -44.0% |
| 3Y | -5.6% | +76.9% | -82.5% | -38.5% |
| All | -8.6% | +82.3% | -90.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling