-6.6%
SIGA vs VOO
+77.4%
-84.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -7.9% | -0.8% | -7.1% | -7.3% |
| 30D | +5.6% | -1.1% | +6.6% | +6.5% |
| 3M | -29.7% | +3.9% | -33.6% | -32.0% |
| 6M | -37.5% | +13.6% | -51.1% | -44.1% |
| YTD | -43.9% | +12.7% | -56.6% | -49.5% |
| 1Y | -62.2% | +17.6% | -79.8% | -67.2% |
| 3Y | -6.6% | +77.3% | -84.0% | -37.0% |
| All | -6.6% | +77.4% | -84.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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