+1,526.3%
SRE vs VRSN
+3,521.5%
-1,995.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +1.5% | -1.0% | +2.5% | +1.5% |
| 30D | +0.8% | -1.9% | +2.7% | +1.0% |
| 3M | -5.8% | +1.4% | -7.2% | -6.0% |
| 6M | -7.8% | +19.0% | -26.8% | -9.4% |
| YTD | -2.4% | +19.2% | -21.6% | -4.2% |
| 1Y | +8.9% | +1.7% | +7.2% | +8.3% |
| 3Y | +31.1% | +41.4% | -10.4% | +26.3% |
| 5Y | +48.6% | +31.7% | +17.0% | +43.5% |
| 10Y | +126.1% | +290.3% | -164.1% | +101.1% |
| All | +1,526.3% | +3,521.5% | -1,995.3% | +1,309.5% |
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