+16.7%
STM vs VRSN
+53.7%
-37.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +12.0% | +1.4% | +10.6% | +11.8% |
| 30D | -0.4% | +3.9% | -4.2% | -0.8% |
| 3M | -13.2% | +9.3% | -22.5% | -14.3% |
| 6M | -26.1% | +6.7% | -32.7% | -26.5% |
| YTD | +81.2% | +30.0% | +51.1% | +68.8% |
| 1Y | +98.3% | +26.0% | +72.3% | +86.9% |
| 3Y | +16.7% | +53.1% | -36.4% | -7.2% |
| All | +16.7% | +53.7% | -37.0% | -7.2% |
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