-14.1%
SIGIP vs SPY
+124.9%
-139.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +0.2% | -1.4% | +1.6% | +0.6% |
| 3M | -1.0% | +3.7% | -4.7% | -2.2% |
| 6M | -2.6% | +13.0% | -15.6% | -6.3% |
| YTD | -2.1% | +12.4% | -14.5% | -5.6% |
| 1Y | -7.7% | +18.5% | -26.3% | -12.6% |
| 3Y | +13.6% | +77.6% | -64.0% | -7.0% |
| 5Y | -17.8% | +81.7% | -99.5% | -34.7% |
| All | -14.1% | +124.9% | -139.0% | -33.4% |
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