-30.6%
VRSK vs SITM
+174.8%
-205.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.1% | -2.0% |
| 7D | -3.1% | +9.7% | -12.8% | -2.3% |
| 30D | -1.6% | +12.7% | -14.3% | -0.3% |
| 3M | +3.5% | -13.4% | +16.9% | +4.0% |
| 6M | -13.4% | +59.6% | -73.0% | -11.4% |
| YTD | -16.5% | +73.3% | -89.8% | -14.0% |
| 1Y | -30.6% | +165.5% | -196.1% | -26.4% |
| All | -30.6% | +174.8% | -205.3% | -26.4% |
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