-62.2%
SIGA vs SPY
+18.1%
-80.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | -7.9% | -0.8% | -7.1% | -7.4% |
| 30D | +5.6% | -1.1% | +6.6% | +6.3% |
| 3M | -29.7% | +3.9% | -33.6% | -31.4% |
| 6M | -37.5% | +13.6% | -51.1% | -42.9% |
| YTD | -43.9% | +12.7% | -56.6% | -48.4% |
| 1Y | -62.2% | +17.5% | -79.7% | -67.6% |
| All | -62.2% | +18.1% | -80.4% | -67.6% |
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