-19.1%
SIRI vs NYT
+741.3%
-760.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +0.6% | -0.6% | +1.1% | +0.8% |
| 30D | +2.5% | +4.6% | -2.1% | +0.8% |
| 3M | +6.6% | -9.6% | +16.2% | +9.8% |
| 6M | +32.9% | -14.0% | +46.9% | +38.5% |
| YTD | +50.5% | -2.8% | +53.3% | +49.8% |
| 1Y | +28.0% | +15.6% | +12.4% | +19.5% |
| 3Y | -22.4% | +56.3% | -78.7% | -35.8% |
| 5Y | -41.3% | +39.5% | -80.8% | -51.1% |
| 10Y | -10.4% | +488.0% | -498.5% | -58.6% |
| All | -19.1% | +741.3% | -760.5% | -64.3% |
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