+1,872.3%
SGI vs IBB
+849.6%
+1,022.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.3% |
| 7D | +8.5% | +1.4% | +7.1% | +7.3% |
| 30D | +0.7% | +10.5% | -9.8% | -8.0% |
| 3M | +0.6% | +23.6% | -23.0% | -16.7% |
| 6M | -17.9% | +22.6% | -40.6% | -31.2% |
| YTD | -21.2% | +25.7% | -46.9% | -35.7% |
| 1Y | -18.9% | +51.4% | -70.2% | -44.0% |
| 3Y | +52.6% | +64.4% | -11.7% | -3.1% |
| 5Y | +60.7% | +22.1% | +38.6% | +31.4% |
| 10Y | +278.1% | +132.5% | +145.6% | +72.3% |
| All | +1,872.3% | +849.6% | +1,022.7% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling