-4.0%
SYK vs NYT
+12.9%
-16.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.9% | +10.3% | +9.5% |
| 7D | +11.7% | -3.9% | +15.6% | +12.3% |
| 30D | +19.1% | +4.3% | +14.8% | +18.2% |
| 3M | +1.4% | -11.7% | +13.2% | +3.0% |
| 6M | +17.4% | -14.4% | +31.9% | +18.8% |
| YTD | -2.5% | -3.0% | +0.5% | -4.2% |
| All | -4.0% | +12.9% | -16.9% | -9.9% |
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