+53.4%
STRL vs VRSK
-32.5%
+85.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -3.1% |
| 7D | +5.4% | -7.7% | +13.1% | -1.4% |
| 30D | -9.0% | -2.8% | -6.2% | -10.4% |
| 3M | -37.1% | -3.7% | -33.3% | -37.4% |
| 6M | +17.8% | -12.8% | +30.6% | +14.1% |
| YTD | +58.3% | -21.0% | +79.3% | +38.5% |
| All | +53.4% | -32.5% | +85.8% | +19.8% |
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 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