+11.1%
SKDD vs NYT
-11.7%
+22.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -1.4% | +30.0% | +30.1% |
| 7D | +60.6% | -5.5% | +66.1% | +70.7% |
| 30D | +76.2% | +2.7% | +73.5% | +71.5% |
| 3M | -4.6% | +0.5% | -5.1% | -4.3% |
| All | +11.1% | -11.7% | +22.7% | +27.6% |
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 · Available span rolling