+55.8%
SIRI vs NYT
+12.9%
+42.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.9% | +9.4% | +8.6% |
| 7D | +22.3% | -3.9% | +26.1% | +22.8% |
| 30D | +26.9% | +4.3% | +22.7% | +26.0% |
| 3M | +9.6% | -11.7% | +21.3% | +11.1% |
| 6M | +27.2% | -14.4% | +41.6% | +28.7% |
| YTD | +72.4% | -3.0% | +75.4% | +70.3% |
| All | +55.8% | +12.9% | +42.9% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling