+289.1%
SN vs NYT
+71.2%
+217.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -13.6% | +4.6% | -18.2% | -14.3% |
| 3M | +18.6% | -9.6% | +28.2% | +19.8% |
| 6M | +46.0% | -14.0% | +60.0% | +48.8% |
| YTD | +43.7% | -2.8% | +46.5% | +41.8% |
| 1Y | +39.2% | +15.6% | +23.6% | +31.3% |
| 3Y | +306.5% | +56.3% | +250.2% | +262.2% |
| All | +289.1% | +71.2% | +217.8% | +251.6% |
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 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