+27.7%
VRSK vs SITM
+4,789.7%
-4,762.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.1% |
| 7D | -5.2% | +3.9% | -9.0% | -5.4% |
| 30D | -2.3% | -6.6% | +4.3% | -2.1% |
| 3M | -2.9% | -11.9% | +8.9% | -2.9% |
| 6M | -12.8% | +81.1% | -93.9% | -17.9% |
| YTD | -20.8% | +80.0% | -100.8% | -25.7% |
| 1Y | -33.2% | +145.8% | -179.1% | -39.3% |
| 3Y | -26.6% | +475.9% | -502.5% | -41.7% |
| 5Y | -11.3% | +189.2% | -200.5% | -29.0% |
| All | +27.7% | +4,789.7% | -4,762.0% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling