+56.8%
SIGA vs VT
+374.2%
-317.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +7.5% | +0.4% | +7.1% | +7.1% |
| 30D | +4.4% | +1.0% | +3.5% | +3.7% |
| 3M | -25.7% | +2.4% | -28.1% | -27.3% |
| 6M | -41.6% | +12.0% | -53.6% | -46.7% |
| YTD | -39.1% | +15.3% | -54.5% | -45.6% |
| 1Y | -56.2% | +22.6% | -78.8% | -62.7% |
| 3Y | -4.8% | +74.7% | -79.4% | -37.3% |
| 5Y | -28.0% | +66.1% | -94.1% | -50.6% |
| 10Y | +100.0% | +225.0% | -125.0% | -15.5% |
| All | +56.8% | +374.2% | -317.4% | -54.7% |
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 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