+56.3%
NYT vs SPY
+77.0%
-20.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | +4.6% | -1.1% | +5.6% | +5.1% |
| 3M | -9.6% | +3.9% | -13.4% | -11.3% |
| 6M | -14.0% | +13.6% | -27.6% | -19.6% |
| YTD | -2.8% | +12.7% | -15.5% | -8.8% |
| 1Y | +15.6% | +17.5% | -1.9% | +5.7% |
| 3Y | +56.3% | +76.9% | -20.6% | +3.4% |
| All | +56.3% | +77.0% | -20.7% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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