+290.8%
VRSN vs STLA
+12.4%
+278.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.4% |
| 7D | -0.9% | -4.9% | +4.0% | 0.0% |
| 30D | +2.4% | -4.9% | +7.3% | +3.1% |
| 3M | +6.4% | -23.7% | +30.0% | +11.3% |
| 6M | +8.6% | -45.0% | +53.5% | +20.5% |
| YTD | +29.3% | -60.9% | +90.1% | +52.3% |
| 1Y | +27.2% | -58.9% | +86.1% | +47.9% |
| 3Y | +52.8% | -74.4% | +127.3% | +90.1% |
| 5Y | +36.7% | -71.5% | +108.2% | +60.7% |
| 10Y | +290.8% | +5.3% | +285.6% | +228.4% |
| All | +290.8% | +12.4% | +278.5% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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