-12.0%
NYT vs SUNB
+1.1%
-13.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.2% |
| 7D | +4.5% | +6.5% | -2.0% | +4.5% |
| 30D | +8.6% | -13.8% | +22.4% | +9.0% |
| 3M | -3.8% | -10.4% | +6.5% | -3.2% |
| 6M | -10.8% | +1.5% | -12.2% | -10.9% |
| All | -12.0% | +1.1% | -13.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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