+1,283.9%
STX vs VRSK
-26.5%
+1,310.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -2.3% | -5.2% | +2.9% | -4.0% |
| 30D | -5.5% | -2.3% | -3.2% | -5.8% |
| 3M | -4.3% | -2.9% | -1.4% | -4.5% |
| 6M | +115.6% | -12.8% | +128.4% | +113.3% |
| YTD | +202.2% | -20.8% | +223.0% | +193.4% |
| 1Y | +325.3% | -33.2% | +358.5% | +324.8% |
| 3Y | +1,283.9% | -26.6% | +1,310.5% | +1,258.1% |
| All | +1,283.9% | -26.5% | +1,310.4% | +1,258.1% |
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 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