-17.5%
SIGIP vs VOO
+82.3%
-99.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.3% | +0.5% | +1.7% | +2.1% |
| 30D | +0.9% | -0.9% | +1.8% | +1.2% |
| 3M | -0.6% | +3.9% | -4.5% | -1.8% |
| 6M | -2.3% | +14.5% | -16.9% | -6.6% |
| YTD | -1.4% | +13.0% | -14.4% | -5.3% |
| 1Y | -7.4% | +19.4% | -26.8% | -12.7% |
| 3Y | +14.4% | +78.9% | -64.5% | -7.8% |
| 5Y | -17.5% | +82.3% | -99.8% | -35.6% |
| All | -17.5% | +82.3% | -99.8% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling