-11.3%
SIRI vs NYT
+489.9%
-501.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +0.6% | -0.6% | +1.1% | +0.7% |
| 30D | +2.5% | +4.6% | -2.1% | +1.0% |
| 3M | +6.6% | -9.6% | +16.2% | +9.5% |
| 6M | +32.9% | -14.0% | +46.9% | +37.9% |
| YTD | +50.5% | -2.8% | +53.3% | +49.7% |
| 1Y | +28.0% | +15.6% | +12.4% | +20.1% |
| 3Y | -22.4% | +56.3% | -78.7% | -34.9% |
| 5Y | -41.3% | +39.5% | -80.8% | -50.4% |
| All | -11.3% | +489.9% | -501.2% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling