+12.3%
SIGIP price history and return analytics
+74.1%
-61.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -0.3% | -2.6% | +2.3% | +0.4% |
| 3M | -3.6% | -3.2% | -0.4% | -2.9% |
| 6M | -7.9% | +0.9% | -8.8% | -8.2% |
| YTD | -5.8% | +11.3% | -17.1% | -8.7% |
| 1Y | -8.4% | +14.0% | -22.4% | -11.8% |
| 3Y | +12.3% | +75.8% | -63.5% | -10.2% |
| All | +12.3% | +74.1% | -61.8% | -10.2% |
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