-3.6%
SMR vs VRSN
+39.4%
-42.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.4% | +0.1% | +4.4% | +4.4% |
| 30D | +3.4% | -0.2% | +3.6% | +3.4% |
| 3M | -19.2% | -0.3% | -18.9% | -18.9% |
| 6M | -22.6% | +23.0% | -45.6% | -25.3% |
| YTD | -31.5% | +21.3% | -52.9% | -34.0% |
| 1Y | -73.1% | +6.7% | -79.8% | -73.3% |
| 3Y | +55.0% | +45.0% | +10.0% | +41.9% |
| All | -3.6% | +39.4% | -42.9% | -17.3% |
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