-8.2%
SIGIP vs VT
+11.9%
-20.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | -2.9% | -2.5% | -0.4% | -2.5% |
| 3M | -4.5% | -3.3% | -1.2% | -4.1% |
| 6M | -8.4% | +1.5% | -10.0% | -8.7% |
| YTD | -6.9% | +11.4% | -18.3% | -8.5% |
| 1Y | -8.2% | +11.9% | -20.1% | -9.8% |
| All | -8.2% | +11.9% | -20.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling