+5,187.5%
SPG vs NYT
+664.1%
+4,523.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | -6.3% | +2.8% | -9.0% | -7.1% |
| 3M | -2.4% | -9.2% | +6.8% | +0.1% |
| 6M | +9.6% | -17.1% | +26.7% | +15.4% |
| YTD | +14.2% | -3.2% | +17.5% | +13.7% |
| 1Y | +19.3% | +15.7% | +3.6% | +11.6% |
| 3Y | +106.7% | +55.7% | +51.0% | +70.9% |
| 5Y | +104.2% | +39.4% | +64.8% | +70.2% |
| 10Y | +63.7% | +485.6% | -421.9% | -19.6% |
| All | +5,187.5% | +664.1% | +4,523.4% | +1,809.0% |
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