+145.8%
SITM vs VRSN
+4.1%
+141.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.9% |
| 7D | +3.9% | +0.2% | +3.6% | +3.9% |
| 30D | -6.6% | +3.8% | -10.3% | -5.5% |
| 3M | -11.9% | +5.0% | -16.9% | -9.3% |
| 6M | +81.1% | +24.9% | +56.3% | +86.5% |
| YTD | +80.0% | +21.6% | +58.4% | +89.4% |
| 1Y | +145.8% | +2.4% | +143.4% | +198.4% |
| All | +145.8% | +4.1% | +141.7% | +198.4% |
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