+19.1%
SIG vs VT
+53.4%
-34.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -4.2% |
| 7D | -0.3% | -2.3% | +2.0% | +3.5% |
| 30D | +13.8% | -5.0% | +18.7% | +22.8% |
| 3M | +25.3% | -4.9% | +30.2% | +34.6% |
| 6M | +34.9% | -1.5% | +36.4% | +36.7% |
| YTD | +43.0% | +8.5% | +34.5% | +24.4% |
| 1Y | +18.8% | +11.4% | +7.4% | -0.7% |
| 3Y | +66.4% | +70.1% | -3.7% | -28.6% |
| All | +19.1% | +53.4% | -34.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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