+2,197.5%
SO vs VRSN
+7,091.1%
-4,893.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | +8.7% | +2.4% | +6.3% | +8.6% |
| 3M | +3.4% | +6.4% | -3.0% | +3.1% |
| 6M | +3.7% | +8.6% | -4.8% | +3.3% |
| YTD | +10.0% | +29.3% | -19.2% | +8.8% |
| 1Y | +6.6% | +27.2% | -20.6% | +5.4% |
| 3Y | +52.5% | +52.8% | -0.3% | +49.6% |
| 5Y | +76.1% | +36.7% | +39.3% | +73.0% |
| 10Y | +194.9% | +290.8% | -95.9% | +183.3% |
| All | +2,197.5% | +7,091.1% | -4,893.6% | +2,174.1% |
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