+1,246.9%
VRSN vs STLA
+168.9%
+1,078.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.5% |
| 7D | -1.2% | -11.6% | +10.4% | +0.5% |
| 30D | +3.8% | -6.2% | +9.9% | +4.5% |
| 3M | +9.5% | -24.6% | +34.1% | +13.6% |
| 6M | +10.3% | -44.9% | +55.2% | +19.3% |
| YTD | +30.5% | -62.3% | +92.7% | +48.4% |
| 1Y | +27.9% | -61.8% | +89.7% | +44.9% |
| 3Y | +54.3% | -75.3% | +129.6% | +82.2% |
| 5Y | +37.2% | -72.5% | +109.7% | +56.3% |
| 10Y | +293.1% | +0.8% | +292.3% | +269.1% |
| All | +1,246.9% | +168.9% | +1,078.0% | +1,113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling