+525.1%
STM vs VRSN
+7,034.5%
-6,509.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.8% |
| 7D | -10.7% | +0.5% | -11.2% | -10.8% |
| 30D | -25.7% | +4.9% | -30.6% | -27.0% |
| 3M | -21.6% | +5.8% | -27.4% | -23.4% |
| 6M | -27.8% | +12.6% | -40.4% | -31.9% |
| YTD | +61.8% | +28.2% | +33.5% | +44.8% |
| 1Y | +78.1% | +30.4% | +47.7% | +58.3% |
| 3Y | +4.9% | +54.6% | -49.7% | -13.0% |
| 5Y | -14.3% | +35.1% | -49.3% | -25.3% |
| 10Y | +414.1% | +294.0% | +120.1% | +219.4% |
| All | +525.1% | +7,034.5% | -6,509.4% | +49.2% |
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 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