-18.1%
SIGIP vs SPY
+117.4%
-135.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.8% | -2.7% | +1.9% | 0.0% |
| 30D | -2.2% | -5.4% | +3.1% | -0.6% |
| 3M | -4.3% | -4.1% | -0.2% | -3.2% |
| 6M | -7.9% | +0.7% | -8.6% | -8.2% |
| YTD | -6.7% | +8.7% | -15.3% | -9.2% |
| 1Y | -10.0% | +10.9% | -20.9% | -13.0% |
| 3Y | +10.1% | +75.0% | -64.9% | -9.6% |
| 5Y | -20.1% | +67.8% | -87.8% | -35.4% |
| All | -18.1% | +117.4% | -135.5% | -35.9% |
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