-11.1%
VRSK vs SGI
+47.3%
-58.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -5.2% | -4.5% | -0.7% | -4.6% |
| 30D | -2.3% | +4.2% | -6.5% | -2.9% |
| 3M | -2.9% | -7.4% | +4.5% | -2.1% |
| 6M | -12.8% | -15.1% | +2.3% | -11.5% |
| YTD | -20.8% | -24.7% | +3.9% | -18.4% |
| 1Y | -33.2% | -21.8% | -11.5% | -31.8% |
| 3Y | -26.6% | +50.0% | -76.6% | -34.3% |
| All | -11.1% | +47.3% | -58.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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