+681.3%
STM vs VRSN
+6,651.0%
-5,969.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | -33.3% | -0.3% | -33.0% | -34.1% |
| 6M | +57.4% | +23.0% | +34.4% | +43.8% |
| YTD | +102.2% | +21.3% | +80.8% | +84.9% |
| 1Y | +99.6% | +6.7% | +92.9% | +90.8% |
| 3Y | +14.5% | +45.0% | -30.4% | -2.8% |
| 5Y | +21.4% | +35.0% | -13.7% | +5.9% |
| 10Y | +695.0% | +276.3% | +418.6% | +402.8% |
| All | +681.3% | +6,651.0% | -5,969.7% | +90.5% |
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