+14.6%
SIG price history and return analytics
+76.6%
-62.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | +1.7% | +1.0% | +0.7% | +0.2% |
| 30D | -14.7% | -0.2% | -14.5% | -14.4% |
| 3M | -1.9% | +4.5% | -6.4% | -8.8% |
| 6M | -8.2% | +14.1% | -22.3% | -25.5% |
| YTD | +0.5% | +14.8% | -14.2% | -19.2% |
| 1Y | -10.1% | +21.2% | -31.3% | -33.6% |
| 3Y | +14.6% | +76.6% | -61.9% | -56.3% |
| All | +14.6% | +76.6% | -62.0% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling