-26.7%
VRSK vs SBAC
-11.3%
-15.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.6% |
| 7D | -7.7% | -5.3% | -2.5% | -6.7% |
| 30D | -2.8% | +0.4% | -3.2% | -2.9% |
| 3M | -3.7% | -11.9% | +8.2% | -1.5% |
| 6M | -12.8% | -4.5% | -8.3% | -12.6% |
| YTD | -21.0% | -4.3% | -16.6% | -21.0% |
| 1Y | -32.5% | -3.9% | -28.6% | -32.6% |
| All | -26.7% | -11.3% | -15.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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