-56.2%
SIGA vs SPY
+20.8%
-77.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.1% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | -25.7% | +2.0% | -27.7% | -26.4% |
| 6M | -41.6% | +13.0% | -54.6% | -46.4% |
| YTD | -39.1% | +13.5% | -52.7% | -44.5% |
| 1Y | -56.2% | +20.0% | -76.2% | -67.5% |
| All | -56.2% | +20.8% | -77.0% | -67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling