-20.7%
SPXU vs NYT
+11.3%
-32.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.4% | +14.6% | +13.1% |
| 7D | +14.2% | -5.5% | +19.8% | +14.0% |
| 30D | +19.3% | +2.7% | +16.6% | +19.5% |
| 3M | +16.2% | +0.5% | +15.7% | +16.5% |
| 6M | -3.5% | -14.6% | +11.1% | -4.2% |
| YTD | -19.2% | -4.4% | -14.8% | -21.0% |
| 1Y | -20.7% | +15.2% | -35.9% | -25.6% |
| All | -20.7% | +11.3% | -32.0% | -25.6% |
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