+5,911.5%
SO vs NYT
+758.3%
+5,153.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -5.0% | +4.6% | -9.6% | -5.4% |
| 3M | -5.8% | -9.6% | +3.8% | -5.1% |
| 6M | -7.9% | -14.0% | +6.1% | -7.0% |
| YTD | +2.4% | -2.8% | +5.3% | +2.3% |
| 1Y | -2.3% | +15.6% | -17.9% | -3.9% |
| 3Y | +41.9% | +56.3% | -14.4% | +35.0% |
| 5Y | +58.1% | +39.5% | +18.5% | +50.4% |
| 10Y | +158.5% | +488.0% | -329.5% | +115.3% |
| All | +5,911.5% | +758.3% | +5,153.2% | +4,181.9% |
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