+185.2%
SITM vs NYT
+38.8%
+146.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.3% |
| 7D | +3.9% | -0.6% | +4.4% | +4.2% |
| 30D | -6.6% | +4.6% | -11.2% | -9.1% |
| 3M | -11.9% | -9.6% | -2.3% | -8.9% |
| 6M | +81.1% | -14.0% | +95.1% | +89.2% |
| YTD | +80.0% | -2.8% | +82.8% | +71.4% |
| 1Y | +145.8% | +15.6% | +130.2% | +105.5% |
| 3Y | +475.9% | +56.3% | +419.6% | +266.4% |
| All | +185.2% | +38.8% | +146.4% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling