+100.1%
SIGA vs VT
+226.9%
-126.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.2% |
| 7D | -6.5% | -2.0% | -4.5% | -4.8% |
| 30D | +4.9% | -1.4% | +6.3% | +6.2% |
| 3M | -30.7% | +4.7% | -35.5% | -33.8% |
| 6M | -39.6% | +11.4% | -50.9% | -45.4% |
| YTD | -44.1% | +13.1% | -57.2% | -50.2% |
| 1Y | -60.8% | +19.0% | -79.9% | -66.7% |
| 3Y | -9.5% | +73.9% | -83.4% | -44.2% |
| 5Y | -28.3% | +65.4% | -93.7% | -54.0% |
| All | +100.1% | +226.9% | -126.8% | -20.7% |
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