+97.4%
STM vs VRSN
+1.6%
+95.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.9% |
| 7D | +5.2% | -2.1% | +7.3% | +5.0% |
| 30D | -7.4% | -3.9% | -3.4% | -7.6% |
| 3M | -30.6% | -0.1% | -30.5% | -29.7% |
| 6M | +66.4% | +16.4% | +50.0% | +63.3% |
| YTD | +101.1% | +17.2% | +83.9% | +101.1% |
| 1Y | +97.4% | +1.0% | +96.4% | +113.8% |
| All | +97.4% | +1.6% | +95.8% | +113.8% |
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