-15.1%
SIGIP vs VOO
+124.4%
-139.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | -0.9% | -1.7% | +0.7% | -0.4% |
| 3M | -2.0% | +4.7% | -6.8% | -3.5% |
| 6M | -4.0% | +12.6% | -16.5% | -7.5% |
| YTD | -3.3% | +11.8% | -15.0% | -6.7% |
| 1Y | -9.0% | +17.5% | -26.5% | -13.6% |
| 3Y | +12.2% | +77.0% | -64.8% | -8.2% |
| 5Y | -19.4% | +82.6% | -102.0% | -36.1% |
| All | -15.1% | +124.4% | -139.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling