+56.0%
SIG vs SPY
+322.5%
-266.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.2% |
| 7D | +17.5% | -0.8% | +18.3% | +18.9% |
| 30D | +8.4% | -1.1% | +9.4% | +10.2% |
| 3M | +9.7% | +3.9% | +5.8% | +2.4% |
| 6M | +18.2% | +13.6% | +4.6% | -4.2% |
| YTD | +21.9% | +12.7% | +9.2% | +0.3% |
| 1Y | +8.8% | +17.5% | -8.7% | -16.2% |
| 3Y | +38.8% | +76.9% | -38.1% | -45.0% |
| 5Y | +38.3% | +83.6% | -45.2% | -47.3% |
| All | +56.0% | +322.5% | -266.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling