+265.2%
SU vs VRSK
+126.1%
+139.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.2% | -5.2% | +7.4% | +3.6% |
| 30D | +8.4% | -2.3% | +10.8% | +8.9% |
| 3M | +12.1% | -2.9% | +15.0% | +12.1% |
| 6M | +19.7% | -12.8% | +32.5% | +22.7% |
| YTD | +58.4% | -20.8% | +79.2% | +66.3% |
| 1Y | +67.2% | -33.2% | +100.5% | +84.2% |
| 3Y | +125.0% | -26.6% | +151.6% | +134.4% |
| 5Y | +355.1% | -11.3% | +366.4% | +331.0% |
| All | +265.2% | +126.1% | +139.1% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling