+3,095.7%
SIGI vs SPY
+3,059.5%
+36.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -4.6% | -1.4% | -3.3% | -3.5% |
| 3M | +0.3% | +3.7% | -3.4% | -3.2% |
| 6M | +17.0% | +13.0% | +4.0% | +4.5% |
| YTD | +9.3% | +12.4% | -3.1% | -2.2% |
| 1Y | +16.9% | +18.5% | -1.7% | -0.3% |
| 3Y | -2.9% | +77.6% | -80.5% | -43.2% |
| 5Y | +19.9% | +81.7% | -61.8% | -32.8% |
| 10Y | +161.7% | +319.7% | -157.9% | -29.6% |
| All | +3,095.7% | +3,059.5% | +36.2% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling