+351.0%
SAN vs NYT
+56.2%
+294.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.9% | +4.6% | -3.6% | +0.3% |
| 3M | +19.1% | -9.6% | +28.7% | +20.3% |
| 6M | +33.2% | -14.0% | +47.2% | +35.6% |
| YTD | +29.1% | -2.8% | +32.0% | +28.7% |
| 1Y | +50.2% | +15.6% | +34.6% | +45.5% |
| 3Y | +351.0% | +56.3% | +294.7% | +287.5% |
| All | +351.0% | +56.2% | +294.8% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling