+14.4%
SIGIP vs VOO
+79.1%
-64.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.3% | +0.5% | +1.7% | +2.1% |
| 30D | +0.9% | -0.9% | +1.8% | +1.1% |
| 3M | -0.6% | +3.9% | -4.5% | -1.5% |
| 6M | -2.3% | +14.5% | -16.9% | -5.5% |
| YTD | -1.4% | +13.0% | -14.4% | -4.3% |
| 1Y | -7.4% | +19.4% | -26.8% | -11.3% |
| 3Y | +14.4% | +78.9% | -64.5% | -6.9% |
| All | +14.4% | +79.1% | -64.7% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling