+3,061.7%
SPY vs NYT
+623.0%
+2,438.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | -1.4% | +2.8% | -4.2% | -2.1% |
| 3M | +3.7% | -9.2% | +12.9% | +5.6% |
| 6M | +13.0% | -17.1% | +30.1% | +17.3% |
| YTD | +12.4% | -3.2% | +15.6% | +12.0% |
| 1Y | +18.5% | +15.7% | +2.8% | +12.7% |
| 3Y | +77.6% | +55.7% | +21.9% | +54.6% |
| 5Y | +81.7% | +39.4% | +42.3% | +59.0% |
| 10Y | +319.7% | +485.6% | -165.9% | +144.5% |
| All | +3,061.7% | +623.0% | +2,438.7% | +1,481.6% |
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 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