-18.2%
SIGIP vs VOO
+123.9%
-142.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | +2.6% | -2.6% | -0.8% |
| 30D | -2.3% | -2.0% | -0.3% | -1.8% |
| 3M | -5.1% | -2.8% | -2.3% | -4.3% |
| 6M | -8.3% | +2.2% | -10.5% | -9.0% |
| YTD | -6.7% | +11.5% | -18.3% | -10.0% |
| 1Y | -6.9% | +13.5% | -20.4% | -10.7% |
| 3Y | +9.9% | +78.1% | -68.2% | -10.3% |
| 5Y | -19.2% | +73.1% | -92.4% | -35.5% |
| All | -18.2% | +123.9% | -142.1% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling