+56.3%
NYT vs SFM
+82.1%
-25.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.6% | -10.6% | +10.0% | +0.2% |
| 30D | +4.6% | -15.5% | +20.0% | +5.7% |
| 3M | -9.6% | -17.4% | +7.8% | -8.5% |
| 6M | -14.0% | -3.4% | -10.6% | -14.0% |
| YTD | -2.8% | -8.7% | +5.8% | -2.4% |
| 1Y | +15.6% | -47.2% | +62.8% | +23.1% |
| 3Y | +56.3% | +82.7% | -26.4% | +33.9% |
| All | +56.3% | +82.1% | -25.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling