-39.0%
NYC vs SPY
+145.8%
-184.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.5% | +0.5% | -0.1% | +0.2% |
| 30D | -28.1% | -0.9% | -27.2% | -27.7% |
| 3M | -26.2% | +3.9% | -30.1% | -28.0% |
| 6M | -22.6% | +14.5% | -37.1% | -28.7% |
| YTD | -24.4% | +12.9% | -37.3% | -29.9% |
| 1Y | -38.8% | +19.4% | -58.1% | -45.3% |
| 3Y | -6.8% | +78.5% | -85.3% | -38.2% |
| 5Y | -12.4% | +81.8% | -94.1% | -44.3% |
| All | -39.0% | +145.8% | -184.8% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling