+557.6%
VRSN vs SFM
+46.8%
+510.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | +3.6% | -19.2% | +22.8% | +5.5% |
| 3M | +10.8% | -40.3% | +51.1% | +16.8% |
| 6M | +9.9% | -40.9% | +50.8% | +15.7% |
| YTD | +29.8% | -35.5% | +65.3% | +34.5% |
| 1Y | +26.3% | -37.4% | +63.7% | +31.3% |
| 3Y | +53.5% | +25.5% | +28.0% | +41.4% |
| 5Y | +34.8% | +113.0% | -78.2% | +13.9% |
| 10Y | +291.0% | +136.3% | +154.7% | +212.4% |
| All | +557.6% | +46.8% | +510.8% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling