+673.4%
SIG price history and return analytics
+355.4%
+318.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +1.2% | -0.1% | +1.4% | +1.5% |
| 30D | +14.7% | -3.1% | +17.8% | +19.3% |
| 3M | +27.8% | -3.5% | +31.3% | +33.1% |
| 6M | +38.8% | +0.5% | +38.3% | +37.1% |
| YTD | +46.8% | +10.8% | +36.0% | +28.3% |
| 1Y | +19.9% | +11.9% | +8.0% | +3.8% |
| 3Y | +76.3% | +73.0% | +3.4% | -10.5% |
| 5Y | +26.9% | +58.6% | -31.8% | -25.4% |
| 10Y | +63.7% | +219.2% | -155.5% | -49.1% |
| All | +673.4% | +355.4% | +318.0% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling