+42.8%
SO vs VRSK
-26.6%
+69.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.1% | -7.7% | +6.6% | 0.0% |
| 30D | -3.7% | -2.8% | -0.9% | -3.4% |
| 3M | -5.9% | -3.7% | -2.2% | -5.6% |
| 6M | -7.3% | -12.8% | +5.4% | -5.3% |
| YTD | +3.1% | -21.0% | +24.1% | +7.6% |
| 1Y | -1.0% | -32.5% | +31.5% | +7.8% |
| All | +42.8% | -26.6% | +69.4% | +52.8% |
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