+567.3%
STM vs VRSN
+6,969.1%
-6,401.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.1% |
| 7D | -5.6% | -0.8% | -4.7% | -5.3% |
| 30D | -14.4% | +0.7% | -15.1% | -14.7% |
| 3M | -20.5% | +4.1% | -24.6% | -21.9% |
| 6M | -24.5% | +6.7% | -31.2% | -27.4% |
| YTD | +72.7% | +27.1% | +45.6% | +55.0% |
| 1Y | +91.0% | +28.0% | +63.1% | +70.9% |
| 3Y | +13.5% | +52.6% | -39.1% | -5.5% |
| 5Y | -9.2% | +33.3% | -42.5% | -20.6% |
| 10Y | +422.5% | +279.5% | +143.0% | +228.6% |
| All | +567.3% | +6,969.1% | -6,401.7% | +59.7% |
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