+155.8%
STT vs VRSN
+30.8%
+125.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +2.8% | -1.9% | +4.7% | +3.3% |
| 3M | +18.1% | +1.4% | +16.8% | +16.9% |
| 6M | +59.2% | +19.0% | +40.2% | +47.3% |
| YTD | +51.5% | +19.2% | +32.3% | +39.2% |
| 1Y | +75.7% | +1.7% | +74.0% | +72.7% |
| 3Y | +200.8% | +41.4% | +159.3% | +147.9% |
| 5Y | +155.8% | +31.7% | +124.1% | +113.9% |
| All | +155.8% | +30.8% | +125.0% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling