+1,063.7%
STT vs VRSN
+6,651.0%
-5,587.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +3.9% | -0.2% | +4.0% | +3.8% |
| 3M | +20.0% | -0.3% | +20.2% | +19.5% |
| 6M | +55.3% | +23.0% | +32.3% | +47.5% |
| YTD | +53.3% | +21.3% | +32.0% | +45.6% |
| 1Y | +74.7% | +6.7% | +68.0% | +70.4% |
| 3Y | +205.8% | +45.0% | +160.9% | +177.6% |
| 5Y | +145.0% | +35.0% | +110.0% | +124.8% |
| 10Y | +266.0% | +276.3% | -10.3% | +171.9% |
| All | +1,063.7% | +6,651.0% | -5,587.3% | +300.4% |
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