+47.4%
SGI vs NYT
+38.8%
+8.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | +4.2% | +4.6% | -0.4% | +2.3% |
| 3M | -7.4% | -9.6% | +2.1% | -4.6% |
| 6M | -15.1% | -14.0% | -1.1% | -10.7% |
| YTD | -24.7% | -2.8% | -21.8% | -25.1% |
| 1Y | -21.8% | +15.6% | -37.4% | -28.0% |
| 3Y | +50.0% | +56.3% | -6.3% | +14.9% |
| All | +47.4% | +38.8% | +8.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling