+42.3%
SWKS vs VRSK
+128.2%
-85.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | +6.8% | -5.4% | +12.2% | +9.5% |
| 30D | +11.3% | -1.8% | +13.0% | +11.7% |
| 3M | +4.1% | -2.2% | +6.3% | +3.1% |
| 6M | +39.7% | -14.9% | +54.6% | +47.9% |
| YTD | +23.2% | -20.0% | +43.2% | +33.9% |
| 1Y | +5.3% | -33.1% | +38.4% | +26.5% |
| 3Y | -15.1% | -25.6% | +10.5% | -9.0% |
| 5Y | -50.3% | -10.1% | -40.2% | -54.9% |
| 10Y | +42.3% | +128.4% | -86.1% | -25.1% |
| All | +42.3% | +128.2% | -85.9% | -25.1% |
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