+589.4%
SE vs VRSN
+173.1%
+416.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -2.5% | -0.2% | -2.3% | -2.7% |
| 3M | +21.7% | -0.3% | +22.0% | +20.1% |
| 6M | +27.0% | +23.0% | +4.0% | +5.4% |
| YTD | -12.1% | +21.3% | -33.5% | -27.3% |
| 1Y | -40.9% | +6.7% | -47.6% | -46.3% |
| 3Y | +191.0% | +45.0% | +146.0% | +97.1% |
| 5Y | -68.3% | +35.0% | -103.3% | -76.9% |
| All | +589.4% | +173.1% | +416.3% | +202.9% |
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