+463.1%
SAP vs VRSK
+593.4%
-130.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.8% |
| 7D | -0.3% | -5.4% | +5.1% | +2.2% |
| 30D | +0.3% | -1.8% | +2.0% | +1.0% |
| 3M | +16.9% | -2.2% | +19.1% | +18.0% |
| 6M | +6.3% | -14.9% | +21.2% | +13.8% |
| YTD | -12.4% | -20.0% | +7.6% | -4.1% |
| 1Y | -21.6% | -33.1% | +11.5% | -7.3% |
| 3Y | +54.8% | -25.6% | +80.4% | +70.3% |
| 5Y | +56.2% | -10.1% | +66.3% | +54.2% |
| 10Y | +179.0% | +128.4% | +50.6% | +81.4% |
| All | +463.1% | +593.4% | -130.3% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling