+293.1%
VRSN vs SFM
+140.8%
+152.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.6% |
| 7D | -1.2% | -7.1% | +5.8% | -0.4% |
| 30D | +3.8% | -21.4% | +25.2% | +6.1% |
| 3M | +9.5% | -40.1% | +49.6% | +15.4% |
| 6M | +10.3% | -38.0% | +48.3% | +15.3% |
| YTD | +30.5% | -36.5% | +67.0% | +35.5% |
| 1Y | +27.9% | -35.2% | +63.1% | +32.3% |
| 3Y | +54.3% | +23.5% | +30.8% | +41.1% |
| 5Y | +37.2% | +109.7% | -72.5% | +14.4% |
| 10Y | +293.1% | +132.6% | +160.5% | +209.9% |
| All | +293.1% | +140.8% | +152.3% | +209.9% |
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