+27.5%
VRSK vs SITM
+4,532.8%
-4,505.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -7.7% | +4.8% | -12.6% | -8.0% |
| 30D | -2.8% | -9.7% | +6.9% | -2.4% |
| 3M | -3.7% | -9.3% | +5.6% | -4.0% |
| 6M | -12.8% | +69.5% | -82.3% | -17.5% |
| YTD | -21.0% | +70.5% | -91.5% | -25.6% |
| 1Y | -32.5% | +145.3% | -177.7% | -38.7% |
| 3Y | -26.5% | +432.8% | -459.3% | -41.3% |
| 5Y | -11.5% | +174.0% | -185.5% | -28.9% |
| All | +27.5% | +4,532.8% | -4,505.4% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling