+926.8%
XBI vs SGI
+2,340.9%
-1,414.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | +0.9% | +5.5% | -4.7% | -0.5% |
| 3M | +21.4% | -3.6% | +25.0% | +21.9% |
| 6M | +25.5% | -15.0% | +40.5% | +29.3% |
| YTD | +30.8% | -23.0% | +53.9% | +37.3% |
| 1Y | +68.6% | -18.4% | +87.0% | +73.9% |
| 3Y | +103.9% | +57.8% | +46.2% | +79.1% |
| 5Y | +20.8% | +51.5% | -30.7% | +4.4% |
| 10Y | +164.0% | +275.2% | -111.2% | +70.2% |
| All | +926.8% | +2,340.9% | -1,414.2% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling