+19.8%
SNPS vs VRSK
-11.9%
+31.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -4.6% | -7.7% | +3.1% | -1.3% |
| 30D | -3.3% | -2.8% | -0.5% | -2.4% |
| 3M | -13.8% | -3.7% | -10.1% | -13.6% |
| 6M | -8.2% | -12.8% | +4.6% | -3.9% |
| YTD | -15.4% | -21.0% | +5.5% | -7.0% |
| 1Y | +2.4% | -32.5% | +34.9% | +22.4% |
| 3Y | -13.5% | -26.5% | +13.0% | -6.2% |
| All | +19.8% | -11.9% | +31.7% | +13.7% |
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