-56.3%
SIGA vs SPY
+14.6%
-70.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.4% |
| 30D | -9.5% | -1.0% | -8.4% | -8.9% |
| 3M | -2.8% | -0.3% | -2.4% | -2.6% |
| 6M | -32.0% | +7.3% | -39.3% | -35.3% |
| YTD | -41.7% | +13.3% | -55.0% | -46.2% |
| 1Y | -56.3% | +14.8% | -71.0% | -60.2% |
| All | -56.3% | +14.6% | -70.9% | -60.2% |
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