+156.6%
NYT vs SBAC
+2,110.4%
-1,953.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -0.7% | -5.3% | +4.5% | -0.1% |
| 30D | +4.5% | +0.4% | +4.1% | +4.4% |
| 3M | -8.5% | -11.9% | +3.4% | -7.1% |
| 6M | -15.1% | -4.5% | -10.6% | -14.9% |
| YTD | -3.3% | -4.3% | +1.1% | -3.3% |
| 1Y | +17.0% | -3.9% | +20.9% | +16.9% |
| 3Y | +55.7% | -11.0% | +66.7% | +55.7% |
| 5Y | +38.9% | -44.1% | +82.9% | +46.0% |
| 10Y | +485.3% | +81.6% | +403.7% | +434.3% |
| All | +156.6% | +2,110.4% | -1,953.8% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling