+1,615.1%
SGI vs VRSN
+2,340.3%
-725.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -5.3% | +1.4% | -6.7% | -6.0% |
| 30D | -2.1% | +3.9% | -5.9% | -3.8% |
| 3M | -8.2% | +9.3% | -17.5% | -12.1% |
| 6M | -4.6% | +6.7% | -11.2% | -8.6% |
| YTD | -31.5% | +30.0% | -61.5% | -40.7% |
| 1Y | -30.8% | +26.0% | -56.8% | -39.3% |
| 3Y | +67.2% | +53.1% | +14.1% | +31.4% |
| 5Y | +42.5% | +35.0% | +7.5% | +18.0% |
| 10Y | +321.9% | +291.7% | +30.1% | +122.3% |
| All | +1,615.1% | +2,340.3% | -725.2% | +406.7% |
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 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