-60.3%
SIGA vs VT
+20.4%
-80.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.3% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | +5.1% | -0.7% | +5.8% | +5.6% |
| 3M | -29.8% | +4.0% | -33.8% | -31.8% |
| 6M | -37.8% | +12.3% | -50.1% | -43.0% |
| YTD | -43.0% | +14.0% | -57.0% | -48.5% |
| 1Y | -60.3% | +20.3% | -80.6% | -68.0% |
| All | -60.3% | +20.4% | -80.7% | -68.0% |
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