+456.4%
SRE vs VRSK
+585.1%
-128.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.7% | -7.7% | +7.1% | +1.6% |
| 30D | -1.7% | -2.8% | +1.1% | -1.1% |
| 3M | -7.1% | -3.7% | -3.4% | -6.7% |
| 6M | -8.4% | -12.8% | +4.4% | -5.7% |
| YTD | -3.5% | -21.0% | +17.5% | +2.0% |
| 1Y | +5.4% | -32.5% | +37.9% | +17.0% |
| 3Y | +29.5% | -26.5% | +56.1% | +37.7% |
| 5Y | +48.3% | -11.5% | +59.8% | +45.1% |
| 10Y | +123.5% | +125.7% | -2.2% | +65.3% |
| All | +456.4% | +585.1% | -128.7% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling