-9.2%
VRSK vs SITM
+47.5%
-56.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.4% | +9.8% | -0.6% |
| 7D | +4.2% | -19.5% | +23.8% | +2.0% |
| 30D | +21.2% | -43.2% | +64.4% | +15.1% |
| 3M | +2.9% | -30.8% | +33.7% | -0.1% |
| 6M | +11.3% | -28.6% | +39.9% | +8.0% |
| YTD | -10.8% | +14.2% | -25.0% | -12.4% |
| 1Y | -9.2% | +44.4% | -53.5% | -10.0% |
| All | -9.2% | +47.5% | -56.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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