+47.7%
SIGA vs VT
+346.0%
-298.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.2% |
| 7D | +2.0% | -2.3% | +4.3% | +3.9% |
| 30D | -4.9% | -5.0% | 0.0% | -1.0% |
| 3M | -0.6% | -4.9% | +4.2% | +3.3% |
| 6M | -34.0% | -1.5% | -32.5% | -33.4% |
| YTD | -42.6% | +8.5% | -51.1% | -46.3% |
| 1Y | -57.1% | +11.4% | -68.5% | -60.6% |
| 3Y | -17.6% | +70.1% | -87.6% | -44.5% |
| 5Y | -35.2% | +53.7% | -89.0% | -52.9% |
| 10Y | +146.7% | +220.0% | -73.3% | +6.1% |
| All | +47.7% | +346.0% | -298.3% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling