+293.4%
SN vs NYT
+70.5%
+222.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | -7.2% | -0.7% | -6.5% | -7.1% |
| 30D | -13.4% | +4.5% | -17.8% | -14.0% |
| 3M | +26.8% | -8.5% | +35.3% | +27.7% |
| 6M | +44.6% | -15.1% | +59.6% | +47.8% |
| YTD | +45.3% | -3.3% | +48.6% | +43.5% |
| 1Y | +40.1% | +17.0% | +23.1% | +31.8% |
| 3Y | +375.3% | +55.7% | +319.6% | +323.8% |
| All | +293.4% | +70.5% | +222.9% | +255.8% |
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