-11.1%
VRSK vs SITM
+187.3%
-198.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | 0.0% |
| 7D | -5.2% | +3.9% | -9.0% | -5.3% |
| 30D | -2.3% | -6.6% | +4.3% | -2.2% |
| 3M | -2.9% | -11.9% | +8.9% | -2.8% |
| 6M | -12.8% | +81.1% | -93.9% | -16.2% |
| YTD | -20.8% | +80.0% | -100.8% | -24.1% |
| 1Y | -33.2% | +145.8% | -179.1% | -37.5% |
| 3Y | -26.6% | +475.9% | -502.5% | -39.0% |
| All | -11.1% | +187.3% | -198.4% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling