+1.5%
SMR vs NYT
+59.7%
-58.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | +3.2% | +4.5% | -1.2% | +2.0% |
| 3M | +9.9% | -8.5% | +18.4% | +11.5% |
| 6M | -15.1% | -15.1% | -0.1% | -11.8% |
| YTD | -27.9% | -3.3% | -24.7% | -28.7% |
| 1Y | -70.2% | +17.0% | -87.2% | -73.0% |
| 3Y | +72.5% | +55.7% | +16.8% | +40.2% |
| All | +1.5% | +59.7% | -58.2% | -23.3% |
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