-13.5%
SIGA vs SPY
+1,248.0%
-1,261.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | -4.0% | -0.4% | -3.7% | -3.8% |
| 30D | +5.1% | -1.4% | +6.5% | +6.1% |
| 3M | -29.8% | +3.7% | -33.5% | -31.7% |
| 6M | -37.8% | +13.0% | -50.8% | -42.9% |
| YTD | -43.0% | +12.4% | -55.4% | -47.4% |
| 1Y | -60.3% | +18.5% | -78.8% | -64.6% |
| 3Y | -7.7% | +77.6% | -85.3% | -36.9% |
| 5Y | -30.2% | +81.7% | -111.9% | -52.8% |
| 10Y | +98.1% | +319.7% | -221.5% | -21.0% |
| All | -13.5% | +1,248.0% | -1,261.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling