+24.8%
SRE vs VRSN
+53.7%
-28.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.8% | +1.4% | +0.3% | +1.6% |
| 30D | -3.0% | +3.9% | -6.8% | -3.5% |
| 3M | -7.3% | +9.3% | -16.6% | -8.4% |
| 6M | -11.9% | +6.7% | -18.5% | -12.7% |
| YTD | -7.9% | +30.0% | -37.9% | -12.3% |
| 1Y | -11.1% | +26.0% | -37.2% | -14.8% |
| 3Y | +24.8% | +53.1% | -28.3% | +9.3% |
| All | +24.8% | +53.7% | -28.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling