-12.1%
SGI vs NYT
+16.5%
-28.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.0% |
| 7D | +12.1% | -3.9% | +15.9% | +13.0% |
| 30D | +12.1% | +4.3% | +7.8% | +11.0% |
| 3M | +0.4% | -11.7% | +12.2% | +2.7% |
| 6M | -4.0% | -14.4% | +10.4% | +0.6% |
| YTD | -21.2% | -3.0% | -18.2% | -22.1% |
| 1Y | -12.1% | +16.5% | -28.6% | -31.8% |
| All | -12.1% | +16.5% | -28.6% | -31.8% |
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