+946.1%
STT vs VRSN
+7,122.6%
-6,176.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | -0.2% | +3.6% | -3.8% | -1.0% |
| 3M | -8.1% | +10.8% | -18.9% | -10.2% |
| 6M | +16.6% | +9.9% | +6.7% | +13.7% |
| YTD | +37.8% | +29.8% | +8.0% | +29.0% |
| 1Y | +46.8% | +26.3% | +20.5% | +38.1% |
| 3Y | +181.2% | +53.5% | +127.7% | +152.0% |
| 5Y | +105.1% | +34.8% | +70.4% | +88.3% |
| 10Y | +202.3% | +291.0% | -88.7% | +122.7% |
| All | +946.1% | +7,122.6% | -6,176.5% | +254.6% |
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