+1,872.3%
SGI vs VRSN
+2,177.0%
-304.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | +0.1% | +8.5% | +8.5% |
| 30D | +0.7% | -0.2% | +0.8% | +0.6% |
| 3M | +0.6% | -0.3% | +0.9% | -0.1% |
| 6M | -17.9% | +23.0% | -40.9% | -26.7% |
| YTD | -21.2% | +21.3% | -42.5% | -29.4% |
| 1Y | -18.9% | +6.7% | -25.6% | -23.2% |
| 3Y | +52.6% | +45.0% | +7.7% | +22.9% |
| 5Y | +60.7% | +35.0% | +25.7% | +33.1% |
| 10Y | +278.1% | +276.3% | +1.8% | +102.8% |
| All | +1,872.3% | +2,177.0% | -304.8% | +502.7% |
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