+64.0%
XBI vs SGI
-21.0%
+84.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.6% | -4.5% | -0.2% | -3.7% |
| 30D | -2.0% | +4.2% | -6.2% | -2.9% |
| 3M | +17.8% | -7.4% | +25.2% | +19.3% |
| 6M | +23.7% | -15.1% | +38.8% | +25.2% |
| YTD | +28.2% | -24.7% | +52.9% | +30.0% |
| 1Y | +64.0% | -21.8% | +85.7% | +67.6% |
| All | +64.0% | -21.0% | +84.9% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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