-7.0%
SIGA vs SPY
+75.5%
-82.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -6.5% | -2.0% | -4.5% | -5.0% |
| 30D | +4.9% | -1.7% | +6.5% | +6.3% |
| 3M | -30.7% | +4.7% | -35.5% | -33.4% |
| 6M | -39.6% | +12.5% | -52.1% | -45.3% |
| YTD | -44.1% | +11.7% | -55.8% | -49.1% |
| 1Y | -60.8% | +17.5% | -78.3% | -65.8% |
| All | -7.0% | +75.5% | -82.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling