+630.8%
SAN vs VRSN
+6,651.0%
-6,020.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +2.0% | -0.2% | +2.1% | +2.0% |
| 3M | +19.7% | -0.3% | +20.0% | +19.3% |
| 6M | +30.6% | +23.0% | +7.7% | +24.2% |
| YTD | +28.8% | +21.3% | +7.5% | +22.4% |
| 1Y | +57.8% | +6.7% | +51.0% | +53.7% |
| 3Y | +338.1% | +45.0% | +293.2% | +298.2% |
| 5Y | +384.2% | +35.0% | +349.2% | +343.1% |
| 10Y | +353.1% | +276.3% | +76.8% | +235.7% |
| All | +630.8% | +6,651.0% | -6,020.2% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling