-26.6%
VRSK vs SIRI
-22.6%
-4.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -5.2% | +0.6% | -5.7% | -5.2% |
| 30D | -2.3% | +2.5% | -4.8% | -2.6% |
| 3M | -2.9% | +6.6% | -9.5% | -3.3% |
| 6M | -12.8% | +32.9% | -45.7% | -14.7% |
| YTD | -20.8% | +50.5% | -71.3% | -23.3% |
| 1Y | -33.2% | +28.0% | -61.2% | -34.6% |
| 3Y | -26.6% | -22.4% | -4.2% | -27.7% |
| All | -26.6% | -22.6% | -4.0% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling