+17.5%
SPYM vs VRSN
+2.8%
+14.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.0% | -1.5% | -0.4% | -2.0% |
| 30D | -1.6% | +0.7% | -2.4% | -1.6% |
| 3M | +4.7% | +0.6% | +4.2% | +4.9% |
| 6M | +12.6% | +21.7% | -9.2% | +12.0% |
| YTD | +11.8% | +20.0% | -8.2% | +11.5% |
| 1Y | +17.5% | +3.2% | +14.4% | +18.8% |
| All | +17.5% | +2.8% | +14.7% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling