+54.4%
SAP vs VRSK
-11.3%
+65.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -5.1% | -7.7% | +2.6% | -1.9% |
| 30D | -1.8% | -2.8% | +1.0% | -0.7% |
| 3M | +20.9% | -3.7% | +24.6% | +22.9% |
| 6M | +7.0% | -12.8% | +19.8% | +12.4% |
| YTD | -13.7% | -21.0% | +7.2% | -6.0% |
| 1Y | -19.6% | -32.5% | +12.9% | -6.9% |
| 3Y | +52.4% | -26.5% | +78.9% | +66.1% |
| 5Y | +54.4% | -11.5% | +65.9% | +42.6% |
| All | +54.4% | -11.3% | +65.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling