+1,152.1%
VRSN vs SBAC
+2,208.1%
-1,056.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.1% | -0.8% | +0.8% | +0.2% |
| 30D | -0.2% | +6.9% | -7.1% | -1.8% |
| 3M | -0.3% | -8.2% | +7.9% | +1.6% |
| 6M | +23.0% | -1.6% | +24.6% | +22.4% |
| YTD | +21.3% | -0.1% | +21.5% | +20.0% |
| 1Y | +6.7% | -0.5% | +7.2% | +5.5% |
| 3Y | +45.0% | -9.1% | +54.0% | +44.3% |
| 5Y | +35.0% | -43.8% | +78.8% | +49.8% |
| 10Y | +276.3% | +80.5% | +195.8% | +215.6% |
| All | +1,152.1% | +2,208.1% | -1,056.0% | +529.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling