+44.4%
SITM vs VRSN
+31.7%
+12.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.7% | -8.9% |
| 7D | -19.5% | +3.6% | -23.1% | -18.5% |
| 30D | -43.2% | +8.8% | -52.0% | -41.5% |
| 3M | -30.8% | +6.6% | -37.4% | -29.0% |
| 6M | -28.6% | +16.7% | -45.2% | -23.3% |
| YTD | +14.2% | +32.1% | -17.9% | +31.9% |
| 1Y | +44.4% | +34.1% | +10.3% | +78.5% |
| All | +44.4% | +31.7% | +12.7% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling