+267.7%
SAN vs VRSN
+292.3%
-24.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +4.0% | +1.4% | +2.6% | +3.5% |
| 30D | -7.8% | +3.9% | -11.7% | -9.1% |
| 3M | -16.4% | +9.3% | -25.7% | -19.0% |
| 6M | +3.5% | +6.7% | -3.1% | +0.2% |
| YTD | +6.7% | +30.0% | -23.4% | -5.0% |
| 1Y | +14.5% | +26.0% | -11.5% | +3.2% |
| 3Y | +243.5% | +53.1% | +190.4% | +181.2% |
| 5Y | +296.2% | +35.0% | +261.2% | +233.8% |
| All | +267.7% | +292.3% | -24.6% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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