+267.8%
SGI vs IBB
+122.6%
+145.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +1.3% |
| 7D | +9.3% | -1.7% | +10.9% | +10.8% |
| 30D | +6.9% | +4.9% | +2.0% | +2.3% |
| 3M | +2.8% | +24.2% | -21.4% | -14.6% |
| 6M | -12.6% | +23.8% | -36.4% | -27.0% |
| YTD | -21.5% | +23.0% | -44.5% | -34.4% |
| 1Y | -18.8% | +46.2% | -64.9% | -41.6% |
| 3Y | +60.8% | +64.8% | -4.0% | +3.1% |
| 5Y | +60.0% | +20.9% | +39.1% | +31.5% |
| 10Y | +267.8% | +121.6% | +146.3% | +89.7% |
| All | +267.8% | +122.6% | +145.2% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling