+4,789.7%
SITM vs VRSN
+54.7%
+4,735.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.5% |
| 7D | +3.9% | +0.2% | +3.6% | +3.7% |
| 30D | -6.6% | +3.8% | -10.3% | -9.8% |
| 3M | -11.9% | +5.0% | -16.9% | -17.7% |
| 6M | +81.1% | +24.9% | +56.3% | +41.6% |
| YTD | +80.0% | +21.6% | +58.4% | +41.5% |
| 1Y | +145.8% | +2.4% | +143.4% | +125.9% |
| 3Y | +475.9% | +47.3% | +428.5% | +246.2% |
| 5Y | +189.2% | +34.7% | +154.5% | +96.1% |
| All | +4,789.7% | +54.7% | +4,735.0% | +3,237.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling