+568.6%
SE vs NYT
+274.6%
+293.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.0% |
| 7D | -3.6% | -1.6% | -2.0% | -2.8% |
| 30D | -5.3% | +2.8% | -8.1% | -6.7% |
| 3M | +28.1% | -9.2% | +37.3% | +33.2% |
| 6M | +20.7% | -17.1% | +37.8% | +31.1% |
| YTD | -14.8% | -3.2% | -11.5% | -15.0% |
| 1Y | -43.6% | +15.7% | -59.3% | -49.3% |
| 3Y | +184.2% | +55.7% | +128.5% | +104.1% |
| 5Y | -66.3% | +39.4% | -105.7% | -74.9% |
| All | +568.6% | +274.6% | +293.9% | +299.0% |
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