-20.4%
SAP vs VRSN
+1.6%
-22.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.3% |
| 7D | -0.3% | -2.1% | +1.9% | +0.6% |
| 30D | +2.6% | -3.9% | +6.5% | +4.2% |
| 3M | +16.3% | -0.1% | +16.4% | +15.2% |
| 6M | +6.4% | +16.4% | -10.0% | -0.4% |
| YTD | -11.4% | +17.2% | -28.7% | -16.6% |
| 1Y | -20.4% | +1.0% | -21.4% | -24.8% |
| All | -20.4% | +1.6% | -22.0% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling