-19.9%
SIGIP vs VT
+53.2%
-73.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.4% |
| 7D | -1.0% | -4.2% | +3.2% | +0.5% |
| 30D | -1.2% | -5.8% | +4.6% | +0.9% |
| 3M | -4.5% | -5.2% | +0.7% | -2.7% |
| 6M | -7.8% | +0.1% | -7.9% | -8.0% |
| YTD | -6.5% | +8.2% | -14.7% | -9.5% |
| 1Y | -8.7% | +10.1% | -18.8% | -12.3% |
| 3Y | +10.3% | +69.7% | -59.3% | -12.1% |
| 5Y | -19.9% | +53.4% | -73.3% | -36.2% |
| All | -19.9% | +53.2% | -73.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling