-24.9%
SIGA vs VT
+74.0%
-98.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -4.9% |
| 7D | -11.6% | +2.4% | -14.0% | -13.5% |
| 30D | -11.6% | -1.5% | -10.1% | -10.1% |
| 3M | -4.9% | -4.1% | -0.7% | -0.6% |
| 6M | -36.4% | +0.6% | -37.0% | -37.0% |
| YTD | -49.3% | +11.0% | -60.3% | -54.9% |
| 1Y | -49.1% | +13.3% | -62.4% | -55.7% |
| 3Y | -24.9% | +73.4% | -98.3% | -58.1% |
| All | -24.9% | +74.0% | -98.9% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling