+687.0%
NYT vs SUI
+3,975.5%
-3,288.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +0.3% | -3.1% | +3.5% | +1.7% |
| 30D | +7.0% | -2.3% | +9.3% | +8.0% |
| 3M | -7.9% | -2.8% | -5.1% | -6.8% |
| 6M | -15.0% | -12.4% | -2.7% | -10.3% |
| YTD | -1.3% | -3.3% | +2.0% | -0.3% |
| 1Y | +16.9% | -5.8% | +22.7% | +19.1% |
| 3Y | +58.9% | +12.5% | +46.4% | +45.5% |
| 5Y | +40.9% | -32.9% | +73.7% | +58.9% |
| 10Y | +471.8% | +104.4% | +367.4% | +261.4% |
| All | +687.0% | +3,975.5% | -3,288.5% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling