+78.4%
SU vs NYT
+12.9%
+65.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.5% |
| 7D | -7.1% | -3.9% | -3.2% | -7.2% |
| 30D | +4.8% | +4.3% | +0.5% | +5.0% |
| 3M | +12.5% | -11.7% | +24.2% | +11.7% |
| 6M | +6.5% | -14.4% | +20.9% | +5.8% |
| YTD | +65.8% | -3.0% | +68.8% | +61.5% |
| All | +78.4% | +12.9% | +65.5% | +64.0% |
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