+948.9%
STT vs VRSN
+7,159.8%
-6,210.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +0.4% | -1.2% | +1.7% | +0.7% |
| 30D | -0.4% | +3.8% | -4.2% | -1.2% |
| 3M | -6.5% | +9.5% | -16.0% | -8.4% |
| 6M | +17.2% | +10.3% | +6.9% | +14.1% |
| YTD | +38.2% | +30.5% | +7.7% | +29.2% |
| 1Y | +49.3% | +27.9% | +21.4% | +40.1% |
| 3Y | +181.9% | +54.3% | +127.6% | +152.4% |
| 5Y | +106.9% | +37.2% | +69.8% | +89.2% |
| 10Y | +203.1% | +293.1% | -89.9% | +123.1% |
| All | +948.9% | +7,159.8% | -6,210.9% | +255.2% |
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