+40.4%
SIG price history and return analytics
+65.7%
-25.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.6% | +24.6% | +25.0% |
| 7D | +25.4% | -0.1% | +25.5% | +25.4% |
| 30D | +8.5% | -0.7% | +9.1% | +9.4% |
| 3M | +18.6% | +4.0% | +14.6% | +10.7% |
| 6M | +12.7% | +12.3% | +0.5% | -6.6% |
| YTD | +24.6% | +14.0% | +10.6% | +0.7% |
| 1Y | +13.6% | +20.3% | -6.7% | -15.5% |
| 3Y | +42.1% | +75.4% | -33.4% | -41.5% |
| 5Y | +40.4% | +66.0% | -25.6% | -33.0% |
| All | +40.4% | +65.7% | -25.3% | -33.0% |
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