+286.6%
SONY vs NYT
+489.9%
-203.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +1.5% | +4.6% | -3.1% | +0.4% |
| 3M | +13.0% | -9.6% | +22.6% | +15.3% |
| 6M | +11.2% | -14.0% | +25.2% | +14.6% |
| YTD | -6.6% | -2.8% | -3.8% | -6.9% |
| 1Y | -18.1% | +15.6% | -33.7% | -21.9% |
| 3Y | +42.1% | +56.3% | -14.2% | +23.4% |
| 5Y | +11.0% | +39.5% | -28.5% | -3.5% |
| All | +286.6% | +489.9% | -203.4% | +171.8% |
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 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