-5.1%
SNXX vs VRSK
-2.4%
-2.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | +6.9% | -50.0% | -29.7% |
| 7D | -66.8% | +10.9% | -77.7% | -55.1% |
| 30D | -79.7% | +28.0% | -107.7% | -63.9% |
| 3M | -72.8% | +12.3% | -85.2% | -60.3% |
| 6M | -84.7% | +17.8% | -102.5% | -73.9% |
| All | -5.1% | -2.4% | -2.8% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling