+2,064.3%
SAN vs NYT
+754.7%
+1,309.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -0.5% | -1.6% | +1.1% | +0.1% |
| 30D | -0.1% | +2.8% | -2.8% | -1.1% |
| 3M | +19.6% | -9.2% | +28.9% | +22.7% |
| 6M | +32.7% | -17.1% | +49.8% | +40.0% |
| YTD | +26.7% | -3.2% | +29.9% | +26.1% |
| 1Y | +51.6% | +15.7% | +35.9% | +41.5% |
| 3Y | +348.7% | +55.7% | +293.0% | +267.3% |
| 5Y | +378.7% | +39.4% | +339.4% | +294.5% |
| 10Y | +336.9% | +485.6% | -148.6% | +99.0% |
| All | +2,064.3% | +754.7% | +1,309.6% | +739.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling