+614.0%
SIGI vs VT
+346.0%
+268.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | +0.6% | -2.3% | +2.9% | +2.7% |
| 30D | +18.6% | -5.0% | +23.6% | +24.0% |
| 3M | +3.2% | -4.9% | +8.1% | +7.7% |
| 6M | +21.0% | -1.5% | +22.5% | +21.3% |
| YTD | +20.6% | +8.5% | +12.1% | +9.6% |
| 1Y | +31.5% | +11.4% | +20.1% | +16.4% |
| 3Y | +0.3% | +70.1% | -69.8% | -42.0% |
| 5Y | +32.1% | +53.7% | -21.7% | -17.7% |
| 10Y | +222.3% | +220.0% | +2.3% | -4.0% |
| All | +614.0% | +346.0% | +268.0% | +47.9% |
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