+653.6%
SIG vs VT
+346.0%
+307.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -4.1% |
| 7D | -0.3% | -2.3% | +2.0% | +2.9% |
| 30D | +13.8% | -5.0% | +18.7% | +21.4% |
| 3M | +25.3% | -4.9% | +30.2% | +33.1% |
| 6M | +34.9% | -1.5% | +36.4% | +36.8% |
| YTD | +43.0% | +8.5% | +34.5% | +28.5% |
| 1Y | +18.8% | +11.4% | +7.4% | +3.4% |
| 3Y | +66.4% | +70.1% | -3.7% | -13.6% |
| 5Y | +17.0% | +53.7% | -36.7% | -28.4% |
| 10Y | +76.0% | +220.0% | -144.0% | -45.1% |
| All | +653.6% | +346.0% | +307.6% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling