+103.8%
SIGA vs VT
+223.7%
-119.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +2.9% |
| 7D | +10.5% | +0.4% | +10.1% | +10.3% |
| 30D | -0.6% | -2.6% | +2.0% | +1.9% |
| 3M | +6.9% | -3.2% | +10.1% | +10.2% |
| 6M | -32.1% | +0.9% | -33.0% | -32.8% |
| YTD | -39.7% | +11.3% | -51.0% | -45.4% |
| 1Y | -43.7% | +14.0% | -57.7% | -50.1% |
| 3Y | -11.2% | +75.8% | -87.0% | -45.6% |
| 5Y | -32.4% | +57.8% | -90.2% | -54.8% |
| 10Y | +103.8% | +219.8% | -116.0% | +12.5% |
| All | +103.8% | +223.7% | -119.9% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling