+60.0%
SGI vs VRSN
+30.0%
+30.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +1.0% |
| 7D | +9.3% | -2.1% | +11.4% | +10.3% |
| 30D | +6.9% | -3.9% | +10.8% | +8.6% |
| 3M | +2.8% | -0.1% | +3.0% | +2.1% |
| 6M | -12.6% | +16.4% | -29.0% | -20.5% |
| YTD | -21.5% | +17.2% | -38.8% | -29.3% |
| 1Y | -18.8% | +1.0% | -19.7% | -20.9% |
| 3Y | +60.8% | +39.1% | +21.7% | +25.7% |
| 5Y | +60.0% | +29.0% | +31.0% | +28.8% |
| All | +60.0% | +30.0% | +30.0% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling