+159.1%
SIGI vs SPY
+322.5%
-163.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | -3.3% | -1.1% | -2.2% | -2.5% |
| 3M | -1.3% | +3.9% | -5.1% | -4.4% |
| 6M | +18.8% | +13.6% | +5.2% | +6.7% |
| YTD | +9.5% | +12.7% | -3.1% | -1.2% |
| 1Y | +15.6% | +17.5% | -1.9% | +0.6% |
| 3Y | -4.5% | +76.9% | -81.4% | -42.5% |
| 5Y | +21.6% | +83.6% | -61.9% | -30.5% |
| All | +159.1% | +322.5% | -163.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling