+290.3%
VRSN vs SFM
+280.6%
+9.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.1% |
| 7D | -1.0% | -7.2% | +6.1% | -0.2% |
| 30D | -1.9% | -14.3% | +12.4% | -0.2% |
| 3M | +1.4% | -13.7% | +15.1% | +2.8% |
| 6M | +19.0% | -6.0% | +25.1% | +19.0% |
| YTD | +19.2% | -8.2% | +27.4% | +19.3% |
| 1Y | +1.7% | -46.2% | +47.9% | +8.4% |
| 3Y | +41.4% | +83.6% | -42.1% | +24.5% |
| 5Y | +31.7% | +212.7% | -181.0% | +6.0% |
| 10Y | +290.3% | +273.0% | +17.2% | +193.7% |
| All | +290.3% | +280.6% | +9.7% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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