+4,544.8%
SPGI vs VRSN
+7,034.5%
-2,489.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +18.4% | +4.9% | +13.5% | +17.4% |
| 3M | +15.7% | +5.8% | +9.9% | +14.5% |
| 6M | +17.3% | +12.6% | +4.7% | +14.7% |
| YTD | -4.7% | +28.2% | -33.0% | -8.9% |
| 1Y | +1.8% | +30.4% | -28.6% | -3.0% |
| 3Y | +31.7% | +54.6% | -22.9% | +21.5% |
| 5Y | +12.1% | +35.1% | -23.0% | +5.6% |
| 10Y | +341.9% | +294.0% | +48.0% | +260.2% |
| All | +4,544.8% | +7,034.5% | -2,489.6% | +2,270.6% |
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