+59.4%
NYT vs SUI
-26.4%
+85.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.6% |
| 7D | +6.5% | -1.5% | +8.0% | +7.0% |
| 30D | +8.4% | +3.7% | +4.7% | +7.1% |
| 3M | +13.9% | -0.4% | +14.3% | +13.9% |
| 6M | -4.8% | -2.8% | -2.0% | -4.3% |
| YTD | +6.2% | -1.6% | +7.8% | +6.2% |
| 1Y | +14.3% | -2.1% | +16.3% | +14.4% |
| 3Y | +73.6% | +18.5% | +55.1% | +59.7% |
| All | +59.4% | -26.4% | +85.8% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling