+2.7%
SRE vs VRSK
-32.3%
+35.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.8% | -5.2% | +4.3% | -0.9% |
| 30D | -3.0% | -2.3% | -0.7% | -3.0% |
| 3M | -8.3% | -2.9% | -5.4% | -8.4% |
| 6M | -8.9% | -12.8% | +3.9% | -8.2% |
| YTD | -4.3% | -20.8% | +16.5% | -2.8% |
| 1Y | +2.7% | -33.2% | +36.0% | +11.2% |
| All | +2.7% | -32.3% | +35.1% | +11.2% |
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 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