-4.5%
SIGI vs VOO
+77.4%
-81.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -3.3% | -1.1% | -2.2% | -3.0% |
| 3M | -1.3% | +3.9% | -5.1% | -2.5% |
| 6M | +18.8% | +13.6% | +5.2% | +13.1% |
| YTD | +9.5% | +12.7% | -3.2% | +4.5% |
| 1Y | +15.6% | +17.6% | -2.0% | +8.2% |
| 3Y | -4.5% | +77.3% | -81.8% | -21.2% |
| All | -4.5% | +77.4% | -81.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling