+270.7%
SGI vs VRSN
+291.2%
-20.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.8% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | +5.5% | -1.9% | +7.4% | +6.4% |
| 3M | -3.6% | +1.4% | -5.0% | -5.3% |
| 6M | -15.0% | +19.0% | -34.1% | -24.8% |
| YTD | -23.0% | +19.2% | -42.2% | -32.3% |
| 1Y | -18.4% | +1.7% | -20.1% | -21.6% |
| 3Y | +57.8% | +41.4% | +16.3% | +20.2% |
| 5Y | +51.5% | +31.7% | +19.8% | +18.6% |
| All | +270.7% | +291.2% | -20.5% | +108.7% |
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