+564.9%
SPYG vs VRSN
+69.5%
+495.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.4% | -0.2% | -0.3% | -0.5% |
| 3M | +0.5% | -0.3% | +0.8% | +0.1% |
| 6M | +17.5% | +23.0% | -5.5% | +10.8% |
| YTD | +14.3% | +21.3% | -7.0% | +7.9% |
| 1Y | +21.7% | +6.7% | +15.0% | +18.2% |
| 3Y | +98.6% | +45.0% | +53.7% | +77.4% |
| 5Y | +85.1% | +35.0% | +50.1% | +68.1% |
| 10Y | +412.0% | +276.3% | +135.7% | +271.8% |
| All | +564.9% | +69.5% | +495.4% | +273.6% |
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