+19.9%
XBI vs SGI
+47.3%
-27.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -4.6% | -4.5% | -0.2% | -3.1% |
| 30D | -2.0% | +4.2% | -6.2% | -3.6% |
| 3M | +17.8% | -7.4% | +25.2% | +20.2% |
| 6M | +23.7% | -15.1% | +38.8% | +29.4% |
| YTD | +28.2% | -24.7% | +52.9% | +39.1% |
| 1Y | +64.0% | -21.8% | +85.7% | +74.0% |
| 3Y | +99.4% | +50.0% | +49.4% | +57.8% |
| All | +19.9% | +47.3% | -27.4% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling