+369.0%
SGI vs IBB
+133.1%
+235.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.9% |
| 7D | +1.0% | -1.8% | +2.8% | +2.3% |
| 30D | +3.9% | +5.1% | -1.2% | -0.8% |
| 3M | -0.8% | +10.7% | -11.5% | -9.8% |
| 6M | -18.0% | +22.9% | -40.8% | -31.7% |
| YTD | -27.6% | +26.7% | -54.3% | -41.4% |
| 1Y | -27.2% | +35.1% | -62.3% | -44.4% |
| 3Y | +76.0% | +80.2% | -4.2% | +3.1% |
| 5Y | +50.0% | +37.8% | +12.1% | +10.0% |
| All | +369.0% | +133.1% | +235.8% | +129.0% |
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