+11,596.3%
STX vs VRSK
+593.4%
+11,002.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.5% |
| 7D | +9.6% | -5.4% | +15.0% | +11.3% |
| 30D | +10.6% | -1.8% | +12.4% | +10.5% |
| 3M | +4.8% | -2.2% | +7.0% | +2.2% |
| 6M | +137.3% | -14.9% | +152.2% | +142.6% |
| YTD | +222.5% | -20.0% | +242.5% | +235.7% |
| 1Y | +366.2% | -33.1% | +399.4% | +419.1% |
| 3Y | +1,352.9% | -25.6% | +1,378.5% | +1,391.8% |
| 5Y | +1,077.4% | -10.1% | +1,087.6% | +970.6% |
| 10Y | +3,621.5% | +128.4% | +3,493.1% | +1,865.1% |
| All | +11,596.3% | +593.4% | +11,002.9% | +3,117.4% |
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