-62.2%
SIGA price history and return analytics
+19.6%
-81.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | -7.9% | -1.1% | -6.8% | -7.2% |
| 30D | +5.6% | -1.0% | +6.6% | +6.3% |
| 3M | -29.7% | +3.2% | -32.9% | -31.2% |
| 6M | -37.5% | +12.5% | -50.0% | -42.7% |
| YTD | -43.9% | +14.1% | -58.0% | -49.2% |
| 1Y | -62.2% | +18.9% | -81.1% | -67.4% |
| All | -62.2% | +19.6% | -81.9% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling