-13.7%
SIGIP vs SPY
+127.2%
-140.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | -1.8% | +2.0% | -3.8% | -2.4% |
| 6M | -3.8% | +13.0% | -16.8% | -7.5% |
| YTD | -1.6% | +13.5% | -15.1% | -5.5% |
| 1Y | -4.8% | +20.0% | -24.8% | -10.2% |
| 3Y | +17.1% | +77.2% | -60.0% | -4.0% |
| 5Y | -17.7% | +81.9% | -99.6% | -34.7% |
| All | -13.7% | +127.2% | -140.8% | -33.3% |
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