-1.6%
XLY vs NYT
+11.3%
-12.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.7% |
| 7D | +1.2% | -5.5% | +6.8% | +1.7% |
| 30D | +5.3% | +2.7% | +2.6% | +5.1% |
| 3M | -0.6% | +0.5% | -1.1% | -0.9% |
| 6M | +0.1% | -14.6% | +14.6% | +0.8% |
| YTD | -0.9% | -4.4% | +3.5% | -0.1% |
| 1Y | -1.6% | +15.2% | -16.8% | +2.6% |
| All | -1.6% | +11.3% | -12.9% | +2.6% |
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