-12.1%
SGI vs IBB
+42.2%
-54.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.2% |
| 7D | +12.1% | +2.2% | +9.8% | +10.5% |
| 30D | +12.1% | +6.3% | +5.7% | +7.6% |
| 3M | +0.4% | +16.3% | -15.9% | -10.2% |
| 6M | -4.0% | +30.0% | -34.0% | -21.3% |
| YTD | -21.2% | +31.1% | -52.4% | -35.9% |
| 1Y | -12.1% | +42.0% | -54.0% | -26.9% |
| All | -12.1% | +42.2% | -54.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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