-37.4%
SIGA vs VOO
+807.8%
-845.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.3% |
| 7D | -4.0% | -0.4% | -3.7% | -3.7% |
| 30D | +5.1% | -1.4% | +6.5% | +6.5% |
| 3M | -29.8% | +3.7% | -33.6% | -32.4% |
| 6M | -37.8% | +13.0% | -50.9% | -44.8% |
| YTD | -43.0% | +12.4% | -55.5% | -49.1% |
| 1Y | -60.3% | +18.6% | -78.9% | -66.3% |
| 3Y | -7.7% | +78.1% | -85.7% | -46.6% |
| 5Y | -30.2% | +82.3% | -112.4% | -60.6% |
| 10Y | +98.1% | +322.5% | -224.4% | -55.9% |
| All | -37.4% | +807.8% | -845.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling