+265.2%
SU vs NYT
+489.9%
-224.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +8.4% | +4.6% | +3.9% | +7.3% |
| 3M | +12.1% | -9.6% | +21.7% | +14.1% |
| 6M | +19.7% | -14.0% | +33.7% | +22.5% |
| YTD | +58.4% | -2.8% | +61.3% | +57.1% |
| 1Y | +67.2% | +15.6% | +51.6% | +58.9% |
| 3Y | +125.0% | +56.3% | +68.7% | +95.0% |
| 5Y | +355.1% | +39.5% | +315.6% | +295.8% |
| All | +265.2% | +489.9% | -224.8% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling