+52.0%
SIG price history and return analytics
+226.9%
-174.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -3.2% |
| 7D | +19.1% | -2.0% | +21.1% | +23.2% |
| 30D | +3.2% | -1.4% | +4.6% | +5.6% |
| 3M | +14.2% | +4.7% | +9.4% | +4.4% |
| 6M | +8.4% | +11.4% | -2.9% | -10.8% |
| YTD | +18.8% | +13.1% | +5.8% | -4.9% |
| 1Y | +7.6% | +19.0% | -11.4% | -21.1% |
| 3Y | +35.5% | +73.9% | -38.5% | -49.0% |
| 5Y | +34.8% | +65.4% | -30.6% | -42.4% |
| All | +52.0% | +226.9% | -174.9% | -71.6% |
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