+572.5%
SNPS vs VRSK
+126.1%
+446.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +0.9% | -5.2% | +6.1% | +3.7% |
| 30D | -3.6% | -2.3% | -1.3% | -2.7% |
| 3M | -12.9% | -2.9% | -10.0% | -13.1% |
| 6M | -8.2% | -12.8% | +4.6% | -3.3% |
| YTD | -15.4% | -20.8% | +5.4% | -5.9% |
| 1Y | -9.3% | -33.2% | +23.9% | +11.1% |
| 3Y | -14.0% | -26.6% | +12.6% | -4.3% |
| 5Y | +19.5% | -11.3% | +30.8% | +15.0% |
| All | +572.5% | +126.1% | +446.4% | +288.9% |
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