+323.8%
SN vs NYT
+74.0%
+249.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | -5.6% | +7.0% | -12.6% | -6.7% |
| 3M | +48.1% | -7.9% | +56.0% | +49.1% |
| 6M | +57.6% | -15.0% | +72.6% | +61.4% |
| YTD | +56.5% | -1.3% | +57.8% | +54.0% |
| 1Y | +52.6% | +16.9% | +35.7% | +43.7% |
| 3Y | +412.0% | +58.9% | +353.1% | +355.0% |
| All | +323.8% | +74.0% | +249.7% | +281.9% |
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 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