-33.2%
VRSK vs SITM
+155.7%
-188.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | +0.6% |
| 7D | -5.2% | +3.9% | -9.0% | -4.9% |
| 30D | -2.3% | -6.6% | +4.3% | -2.6% |
| 3M | -2.9% | -11.9% | +8.9% | -2.3% |
| 6M | -12.8% | +81.1% | -93.9% | -10.1% |
| YTD | -20.8% | +80.0% | -100.8% | -17.8% |
| 1Y | -33.2% | +145.8% | -179.1% | -28.4% |
| All | -33.2% | +155.7% | -188.9% | -28.4% |
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