+579.5%
VRSK vs SGI
+1,393.2%
-813.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | -7.7% | -4.9% | -2.8% | -7.1% |
| 30D | -2.8% | +1.6% | -4.4% | -3.1% |
| 3M | -3.7% | -3.2% | -0.5% | -3.5% |
| 6M | -12.8% | -16.0% | +3.3% | -11.4% |
| YTD | -21.0% | -25.4% | +4.5% | -18.7% |
| 1Y | -32.5% | -21.6% | -10.9% | -31.1% |
| 3Y | -26.5% | +52.9% | -79.4% | -32.5% |
| 5Y | -11.5% | +47.5% | -59.0% | -20.2% |
| 10Y | +125.7% | +263.5% | -137.8% | +69.1% |
| All | +579.5% | +1,393.2% | -813.6% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling