+314.6%
SPYM vs VRSN
+293.8%
+20.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.0% | -1.5% | -0.4% | -1.4% |
| 30D | -1.6% | +0.7% | -2.4% | -2.1% |
| 3M | +4.7% | +0.6% | +4.2% | +3.8% |
| 6M | +12.6% | +21.7% | -9.2% | +1.9% |
| YTD | +11.8% | +20.0% | -8.2% | +1.2% |
| 1Y | +17.5% | +3.2% | +14.4% | +13.6% |
| 3Y | +77.0% | +42.4% | +34.6% | +43.7% |
| 5Y | +82.6% | +33.0% | +49.6% | +50.1% |
| All | +314.6% | +293.8% | +20.7% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling