-35.6%
SIGA vs VT
+53.4%
-89.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.1% |
| 7D | +2.0% | -2.3% | +4.3% | +4.6% |
| 30D | -4.9% | -5.0% | 0.0% | +0.3% |
| 3M | -0.6% | -4.9% | +4.2% | +4.7% |
| 6M | -34.0% | -1.5% | -32.5% | -33.3% |
| YTD | -42.6% | +8.5% | -51.1% | -47.8% |
| 1Y | -57.1% | +11.4% | -68.5% | -62.1% |
| 3Y | -17.6% | +70.1% | -87.6% | -53.3% |
| All | -35.6% | +53.4% | -89.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling