+15.6%
NYT vs SBAC
-2.5%
+18.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.2% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | +4.6% | +2.0% | +2.6% | +4.3% |
| 3M | -9.6% | -8.3% | -1.3% | -9.9% |
| 6M | -14.0% | +0.3% | -14.3% | -14.1% |
| YTD | -2.8% | -2.2% | -0.6% | -2.2% |
| 1Y | +15.6% | -4.6% | +20.2% | +15.8% |
| All | +15.6% | -2.5% | +18.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling