+587.8%
VRSK vs SAN
+128.0%
+459.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -2.2% | +19.6% | -21.9% | -5.2% |
| 6M | -14.9% | +32.7% | -47.6% | -19.2% |
| YTD | -20.0% | +26.7% | -46.7% | -23.7% |
| 1Y | -33.1% | +51.6% | -84.8% | -38.3% |
| 3Y | -25.6% | +348.7% | -374.4% | -43.7% |
| 5Y | -10.1% | +378.7% | -388.9% | -34.2% |
| 10Y | +128.4% | +336.9% | -208.5% | +61.6% |
| All | +587.8% | +128.0% | +459.8% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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