+4,303.7%
SPGI vs VRSN
+6,651.0%
-2,347.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +8.4% | -0.2% | +8.6% | +8.4% |
| 3M | +11.8% | -0.3% | +12.1% | +11.8% |
| 6M | +5.7% | +23.0% | -17.3% | +1.8% |
| YTD | -9.7% | +21.3% | -31.0% | -12.8% |
| 1Y | -12.5% | +6.7% | -19.2% | -13.7% |
| 3Y | +21.8% | +45.0% | -23.1% | +13.6% |
| 5Y | +8.2% | +35.0% | -26.9% | +2.0% |
| 10Y | +309.5% | +276.3% | +33.2% | +236.5% |
| All | +4,303.7% | +6,651.0% | -2,347.4% | +2,169.5% |
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