+50.8%
SGI vs IBB
+37.5%
+13.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -0.8% | +10.7% | -11.5% | -9.9% |
| 6M | -18.0% | +22.9% | -40.8% | -31.8% |
| YTD | -27.6% | +26.7% | -54.3% | -41.6% |
| 1Y | -27.2% | +35.1% | -62.3% | -44.6% |
| 3Y | +76.0% | +80.2% | -4.2% | +0.5% |
| All | +50.8% | +37.5% | +13.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling