-9.2%
VRSK vs SIRI
+59.9%
-69.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.0% | -0.3% |
| 7D | +4.2% | +22.3% | -18.0% | +2.3% |
| 30D | +21.2% | +26.9% | -5.8% | +18.5% |
| 3M | +2.9% | +9.6% | -6.7% | +2.1% |
| 6M | +11.3% | +27.2% | -15.8% | +10.5% |
| YTD | -10.8% | +72.4% | -83.2% | -11.0% |
| 1Y | -9.2% | +59.9% | -69.1% | -10.1% |
| All | -9.2% | +59.9% | -69.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling