+616.5%
NYT vs SPY
+3,040.6%
-2,424.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -0.7% | -2.0% | +1.3% | +1.0% |
| 30D | +4.5% | -1.7% | +6.1% | +5.9% |
| 3M | -8.5% | +4.7% | -13.3% | -12.5% |
| 6M | -15.1% | +12.5% | -27.6% | -23.9% |
| YTD | -3.3% | +11.7% | -15.0% | -13.0% |
| 1Y | +17.0% | +17.5% | -0.5% | +0.4% |
| 3Y | +55.7% | +76.6% | -20.9% | -8.7% |
| 5Y | +38.9% | +82.0% | -43.2% | -21.2% |
| 10Y | +485.3% | +317.1% | +168.2% | +50.3% |
| All | +616.5% | +3,040.6% | -2,424.1% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling