+93.3%
SNOW vs VRSK
-26.5%
+119.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -5.2% | +2.7% | -0.7% |
| 30D | -1.0% | -2.3% | +1.3% | -0.1% |
| 3M | +36.9% | -2.9% | +39.8% | +36.9% |
| 6M | +83.4% | -12.8% | +96.2% | +87.4% |
| YTD | +50.0% | -20.8% | +70.8% | +57.5% |
| 1Y | +46.5% | -33.2% | +79.7% | +61.0% |
| 3Y | +93.3% | -26.6% | +119.9% | +104.2% |
| All | +93.3% | -26.5% | +119.8% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling