+566.9%
SPMO vs NYT
+474.3%
+92.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.9% | +4.6% | -6.5% | -2.9% |
| 3M | -1.4% | -9.6% | +8.2% | 0.0% |
| 6M | +25.5% | -14.0% | +39.5% | +28.3% |
| YTD | +24.8% | -2.8% | +27.7% | +23.9% |
| 1Y | +24.5% | +15.6% | +8.9% | +18.5% |
| 3Y | +157.1% | +56.3% | +100.8% | +125.0% |
| 5Y | +149.5% | +39.5% | +110.0% | +118.8% |
| 10Y | +518.1% | +488.0% | +30.0% | +354.1% |
| All | +566.9% | +474.3% | +92.6% | +392.2% |
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