+55.6%
NYT vs SUI
+9.8%
+45.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -0.7% | -4.1% | +3.4% | +0.1% |
| 30D | +4.5% | -3.2% | +7.6% | +5.2% |
| 3M | -8.5% | -8.4% | -0.1% | -6.9% |
| 6M | -15.1% | -14.4% | -0.7% | -12.7% |
| YTD | -3.3% | -5.5% | +2.3% | -2.3% |
| 1Y | +17.0% | -7.3% | +24.3% | +18.5% |
| All | +55.6% | +9.8% | +45.8% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling