-56.2%
SIGA vs VT
+23.3%
-79.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +4.4% | +1.0% | +3.5% | +3.7% |
| 3M | -25.7% | +2.4% | -28.1% | -26.7% |
| 6M | -41.6% | +12.0% | -53.6% | -46.1% |
| YTD | -39.1% | +15.3% | -54.5% | -45.5% |
| 1Y | -56.2% | +22.6% | -78.8% | -68.6% |
| All | -56.2% | +23.3% | -79.5% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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