-5.6%
SGI vs VRSN
+10.2%
-15.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.4% |
| 7D | -10.5% | -1.2% | -9.2% | -10.5% |
| 30D | +0.1% | +3.8% | -3.6% | +0.5% |
| 3M | -4.0% | +9.5% | -13.5% | -3.3% |
| 6M | -5.6% | +10.3% | -15.9% | -7.6% |
| All | -5.6% | +10.2% | -15.8% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling