+3,774.4%
SIG vs SPY
+3,034.0%
+740.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -2.8% | +2.6% | -5.4% | -5.1% |
| 30D | +5.9% | -2.0% | +7.9% | +7.8% |
| 3M | +23.5% | -2.8% | +26.3% | +26.5% |
| 6M | +47.1% | +2.1% | +45.0% | +43.9% |
| YTD | +39.0% | +11.5% | +27.5% | +25.9% |
| 1Y | +12.5% | +13.5% | -1.0% | +0.4% |
| 3Y | +65.5% | +77.7% | -12.2% | +0.5% |
| 5Y | +17.5% | +72.6% | -55.1% | -24.4% |
| 10Y | +54.5% | +308.2% | -253.7% | -42.2% |
| All | +3,774.4% | +3,034.0% | +740.5% | +1,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling