-18.1%
SIGIP vs VT
+88.6%
-106.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | -2.2% | -5.0% | +2.7% | -0.6% |
| 3M | -4.3% | -4.9% | +0.6% | -2.8% |
| 6M | -7.9% | -1.5% | -6.4% | -7.6% |
| YTD | -6.7% | +8.5% | -15.2% | -9.6% |
| 1Y | -10.0% | +11.4% | -21.4% | -13.7% |
| 3Y | +10.1% | +70.1% | -60.0% | -10.6% |
| 5Y | -20.1% | +53.7% | -73.8% | -35.0% |
| All | -18.1% | +88.6% | -106.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling