+38.9%
NYT vs SUI
-33.2%
+72.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -0.7% | -4.1% | +3.4% | +0.5% |
| 30D | +4.5% | -3.2% | +7.6% | +5.4% |
| 3M | -8.5% | -8.4% | -0.1% | -6.2% |
| 6M | -15.1% | -14.4% | -0.7% | -11.3% |
| YTD | -3.3% | -5.5% | +2.3% | -1.9% |
| 1Y | +17.0% | -7.3% | +24.3% | +19.1% |
| 3Y | +55.7% | +9.9% | +45.8% | +46.6% |
| 5Y | +38.9% | -31.6% | +70.5% | +60.5% |
| All | +38.9% | -33.2% | +72.0% | +60.5% |
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 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