+56.3%
NYT vs SM
-0.9%
+57.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.6% | +4.6% | -5.1% | -0.9% |
| 30D | +4.6% | +18.2% | -13.6% | +3.4% |
| 3M | -9.6% | +22.5% | -32.1% | -10.9% |
| 6M | -14.0% | +50.6% | -64.6% | -17.0% |
| YTD | -2.8% | +108.1% | -111.0% | -9.0% |
| 1Y | +15.6% | +46.0% | -30.4% | +11.6% |
| 3Y | +56.3% | +2.9% | +53.4% | +51.9% |
| All | +56.3% | -0.9% | +57.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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