-0.3%
SPOT vs NYT
+16.5%
-16.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | +16.6% | -3.9% | +20.5% | +18.3% |
| 30D | +29.9% | +4.3% | +25.7% | +27.9% |
| 3M | +31.3% | -11.7% | +43.0% | +36.4% |
| 6M | +43.2% | -14.4% | +57.6% | +49.5% |
| YTD | +8.1% | -3.0% | +11.1% | +3.3% |
| 1Y | -0.3% | +16.5% | -16.9% | -9.2% |
| All | -0.3% | +16.5% | -16.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling