+554.7%
VRSN vs SFM
+39.6%
+515.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.9% |
| 7D | -0.9% | -6.9% | +6.0% | -0.1% |
| 30D | +2.4% | -25.0% | +27.4% | +5.3% |
| 3M | +6.4% | -42.7% | +49.1% | +12.7% |
| 6M | +8.6% | -41.0% | +49.6% | +14.2% |
| YTD | +29.3% | -38.7% | +67.9% | +34.7% |
| 1Y | +27.2% | -38.1% | +65.3% | +32.3% |
| 3Y | +52.8% | +19.3% | +33.5% | +41.6% |
| 5Y | +36.7% | +103.1% | -66.4% | +16.1% |
| 10Y | +290.8% | +131.1% | +159.8% | +213.0% |
| All | +554.7% | +39.6% | +515.1% | +461.4% |
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