-11.1%
VRSK vs SBAC
-43.5%
+32.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -5.2% | -2.1% | -3.1% | -4.6% |
| 30D | -2.3% | +2.0% | -4.3% | -2.9% |
| 3M | -2.9% | -8.3% | +5.4% | -0.7% |
| 6M | -12.8% | +0.3% | -13.1% | -13.9% |
| YTD | -20.8% | -2.2% | -18.6% | -21.4% |
| 1Y | -33.2% | -4.6% | -28.6% | -33.3% |
| 3Y | -26.6% | -8.3% | -18.3% | -27.4% |
| All | -11.1% | -43.5% | +32.4% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling