+15.6%
NYT vs SUI
-8.0%
+23.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | -4.2% | +3.6% | +0.6% |
| 30D | +4.6% | -3.3% | +7.8% | +5.6% |
| 3M | -9.6% | -8.2% | -1.4% | -7.8% |
| 6M | -14.0% | -14.5% | +0.5% | -11.8% |
| YTD | -2.8% | -5.9% | +3.1% | -1.0% |
| 1Y | +15.6% | -9.7% | +25.3% | +16.6% |
| All | +15.6% | -8.0% | +23.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling