+13,399.1%
SPGI vs NYT
+772.2%
+12,627.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +5.4% | +7.0% | -1.5% | +3.3% |
| 3M | +9.0% | -7.9% | +16.9% | +11.1% |
| 6M | +0.8% | -15.0% | +15.8% | +4.8% |
| YTD | -12.6% | -1.3% | -11.3% | -13.1% |
| 1Y | -16.1% | +16.9% | -33.0% | -20.8% |
| 3Y | +19.0% | +58.9% | -39.9% | +0.9% |
| 5Y | +5.1% | +40.9% | -35.8% | -10.0% |
| 10Y | +295.5% | +471.8% | -176.3% | +109.8% |
| All | +13,399.1% | +772.2% | +12,627.0% | +5,613.8% |
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 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