+4,600.3%
SPGI vs VRSN
+7,091.0%
-2,490.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +16.1% | +2.4% | +13.6% | +15.6% |
| 3M | +15.5% | +6.4% | +9.1% | +14.2% |
| 6M | +19.6% | +8.6% | +11.1% | +17.7% |
| YTD | -3.6% | +29.3% | -32.8% | -8.0% |
| 1Y | +2.2% | +27.2% | -25.0% | -2.2% |
| 3Y | +30.1% | +52.8% | -22.7% | +20.2% |
| 5Y | +14.9% | +36.7% | -21.8% | +8.1% |
| 10Y | +334.0% | +290.8% | +43.2% | +254.0% |
| All | +4,600.3% | +7,091.0% | -2,490.8% | +2,295.6% |
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