-13.5%
SIGIP price history and return analytics
+99.5%
-113.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | +0.9% | -0.2% | +1.1% | +1.0% |
| 3M | -0.6% | +4.5% | -5.1% | -2.1% |
| 6M | -2.3% | +14.1% | -16.4% | -6.9% |
| YTD | -1.4% | +14.8% | -16.2% | -6.2% |
| 1Y | -7.4% | +21.2% | -28.6% | -13.6% |
| 3Y | +14.4% | +76.6% | -62.2% | -8.2% |
| 5Y | -17.5% | +66.6% | -84.1% | -34.4% |
| All | -13.5% | +99.5% | -113.0% | -33.1% |
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