+290.3%
VRSN vs SBAC
+78.4%
+211.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.9% | +3.9% | -5.7% | -3.3% |
| 3M | +1.4% | -8.2% | +9.6% | +4.3% |
| 6M | +19.0% | -2.8% | +21.8% | +18.5% |
| YTD | +19.2% | -1.5% | +20.7% | +17.5% |
| 1Y | +1.7% | 0.0% | +1.7% | -0.6% |
| 3Y | +41.4% | -8.4% | +49.8% | +38.4% |
| 5Y | +31.7% | -43.5% | +75.2% | +59.0% |
| 10Y | +290.3% | +86.9% | +203.4% | +212.1% |
| All | +290.3% | +78.4% | +211.9% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling