+272.9%
SIG vs VOO
+812.0%
-539.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | +1.7% | +0.5% | +1.2% | +0.9% |
| 30D | -14.7% | -0.9% | -13.8% | -13.5% |
| 3M | -1.9% | +3.9% | -5.7% | -7.7% |
| 6M | -8.2% | +14.5% | -22.7% | -25.1% |
| YTD | +0.5% | +13.0% | -12.4% | -16.1% |
| 1Y | -10.1% | +19.4% | -29.5% | -30.7% |
| 3Y | +14.6% | +78.9% | -64.2% | -50.8% |
| 5Y | +17.1% | +82.3% | -65.1% | -49.8% |
| 10Y | +23.5% | +314.2% | -290.7% | -79.8% |
| All | +272.9% | +812.0% | -539.1% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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