-13.7%
SIGIP vs VOO
+128.1%
-141.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | -1.8% | +2.0% | -3.8% | -2.4% |
| 6M | -3.8% | +13.0% | -16.9% | -7.5% |
| YTD | -1.6% | +13.6% | -15.2% | -5.5% |
| 1Y | -4.8% | +20.1% | -24.9% | -10.3% |
| 3Y | +17.1% | +77.6% | -60.4% | -4.2% |
| 5Y | -17.7% | +82.4% | -100.2% | -34.9% |
| All | -13.7% | +128.1% | -141.7% | -33.4% |
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