-18.3%
SIGIP vs VOO
+124.8%
-143.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.5% | +3.3% | -3.7% | -1.4% |
| 30D | -2.9% | -2.7% | -0.2% | -2.1% |
| 3M | -4.5% | -1.7% | -2.8% | -4.1% |
| 6M | -8.4% | +3.1% | -11.5% | -9.4% |
| YTD | -6.9% | +11.9% | -18.9% | -10.3% |
| 1Y | -8.2% | +12.1% | -20.2% | -11.5% |
| 3Y | +10.4% | +78.6% | -68.1% | -10.0% |
| 5Y | -19.4% | +73.8% | -93.2% | -35.7% |
| All | -18.3% | +124.8% | -143.1% | -36.8% |
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