+285.9%
VRSN vs SM
+23.2%
+262.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.5% | +2.1% | -3.7% | -1.7% |
| 30D | +0.7% | +18.1% | -17.4% | -0.2% |
| 3M | +0.6% | +17.0% | -16.4% | -0.5% |
| 6M | +21.7% | +55.4% | -33.7% | +18.5% |
| YTD | +20.0% | +108.6% | -88.5% | +14.8% |
| 1Y | +3.2% | +45.7% | -42.5% | +0.4% |
| 3Y | +42.4% | -0.3% | +42.7% | +39.9% |
| 5Y | +33.0% | +113.0% | -80.1% | +24.4% |
| All | +285.9% | +23.2% | +262.7% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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