+171.9%
SAP vs VRSK
+126.1%
+45.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.1% | -5.2% | +1.1% | -1.6% |
| 30D | +1.1% | -2.3% | +3.4% | +2.1% |
| 3M | +26.1% | -2.9% | +29.0% | +27.8% |
| 6M | +9.8% | -12.8% | +22.6% | +16.6% |
| YTD | -13.6% | -20.8% | +7.2% | -4.3% |
| 1Y | -18.7% | -33.2% | +14.5% | -2.5% |
| 3Y | +54.1% | -26.6% | +80.7% | +71.3% |
| 5Y | +54.7% | -11.3% | +66.1% | +51.2% |
| All | +171.9% | +126.1% | +45.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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