+235.4%
SAP vs VRSN
+293.7%
-58.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -2.5% | -1.2% | -1.2% | -1.9% |
| 30D | +7.5% | +3.8% | +3.7% | +5.5% |
| 3M | +11.6% | +9.5% | +2.1% | +6.6% |
| 6M | +37.6% | +10.3% | +27.4% | +30.7% |
| YTD | -2.0% | +30.5% | -32.4% | -14.7% |
| 1Y | -6.4% | +27.9% | -34.2% | -17.9% |
| 3Y | +67.7% | +54.3% | +13.4% | +31.2% |
| 5Y | +75.7% | +37.2% | +38.6% | +42.8% |
| All | +235.4% | +293.7% | -58.3% | +81.3% |
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