+184.2%
STT vs VRSN
+54.2%
+130.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +0.4% | -1.2% | +1.7% | +0.6% |
| 30D | -0.4% | +3.8% | -4.2% | -1.0% |
| 3M | -6.5% | +9.5% | -16.0% | -7.8% |
| 6M | +17.2% | +10.3% | +6.9% | +15.3% |
| YTD | +38.2% | +30.5% | +7.7% | +30.4% |
| 1Y | +49.3% | +27.9% | +21.4% | +41.6% |
| All | +184.2% | +54.2% | +130.0% | +135.5% |
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 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