-18.9%
SGI vs VRSN
+7.9%
-26.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +8.5% | +0.1% | +8.5% | +8.5% |
| 30D | +0.7% | -0.2% | +0.8% | +0.7% |
| 3M | +0.6% | -0.3% | +0.9% | +0.2% |
| 6M | -17.9% | +23.0% | -40.9% | -20.6% |
| YTD | -21.2% | +21.3% | -42.5% | -24.6% |
| 1Y | -18.9% | +6.7% | -25.6% | -20.2% |
| All | -18.9% | +7.9% | -26.8% | -20.2% |
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