+4,507.3%
SITM vs VRSN
+49.2%
+4,458.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | +0.5% |
| 7D | +8.4% | -2.1% | +10.5% | +10.2% |
| 30D | -17.4% | -3.9% | -13.5% | -15.3% |
| 3M | -9.8% | -0.1% | -9.7% | -12.6% |
| 6M | +83.0% | +16.4% | +66.6% | +51.6% |
| YTD | +69.6% | +17.2% | +52.3% | +37.2% |
| 1Y | +144.9% | +1.0% | +143.9% | +126.6% |
| 3Y | +429.9% | +39.1% | +390.8% | +235.5% |
| 5Y | +169.2% | +29.0% | +140.2% | +89.0% |
| All | +4,507.3% | +49.2% | +4,458.1% | +3,135.2% |
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 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