-67.6%
S vs NYT
+38.8%
-106.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | -11.4% | +4.6% | -16.0% | -13.7% |
| 3M | +33.8% | -9.6% | +43.4% | +38.9% |
| 6M | +39.5% | -14.0% | +53.5% | +47.1% |
| YTD | +31.7% | -2.8% | +34.5% | +28.8% |
| 1Y | +7.0% | +15.6% | -8.6% | -6.0% |
| 3Y | +11.8% | +56.3% | -44.5% | -21.6% |
| All | -67.6% | +38.8% | -106.4% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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