+1,663.9%
SGI vs VRSN
+2,348.6%
-684.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | -10.5% | -1.2% | -9.2% | -10.0% |
| 30D | +0.1% | +3.8% | -3.6% | -1.6% |
| 3M | -4.0% | +9.5% | -13.5% | -8.2% |
| 6M | -5.6% | +10.3% | -15.9% | -11.0% |
| YTD | -29.5% | +30.5% | -60.0% | -39.1% |
| 1Y | -31.5% | +27.9% | -59.4% | -40.3% |
| 3Y | +71.6% | +54.3% | +17.3% | +34.3% |
| 5Y | +50.5% | +37.2% | +13.4% | +23.8% |
| 10Y | +333.9% | +293.1% | +40.8% | +128.2% |
| All | +1,663.9% | +2,348.6% | -684.7% | +420.3% |
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