+706.3%
NYT vs SM
+1,686.1%
-979.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.6% | +4.6% | -5.1% | -1.1% |
| 30D | +4.6% | +18.2% | -13.6% | +2.4% |
| 3M | -9.6% | +22.5% | -32.1% | -12.1% |
| 6M | -14.0% | +50.6% | -64.6% | -19.0% |
| YTD | -2.8% | +108.1% | -111.0% | -12.4% |
| 1Y | +15.6% | +46.0% | -30.4% | +8.4% |
| 3Y | +56.3% | +2.9% | +53.4% | +49.3% |
| 5Y | +39.5% | +112.6% | -73.1% | +17.8% |
| 10Y | +488.0% | +20.7% | +467.3% | +297.6% |
| All | +706.3% | +1,686.1% | -979.8% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling