-30.6%
VRSK vs SN
+46.4%
-77.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.1% | -9.3% | +6.2% | -3.0% |
| 30D | -1.6% | -4.8% | +3.2% | -1.5% |
| 3M | +3.5% | +40.4% | -36.9% | +3.3% |
| 6M | -13.4% | +50.9% | -64.3% | -13.2% |
| YTD | -16.5% | +54.9% | -71.4% | -16.2% |
| 1Y | -30.6% | +43.0% | -73.6% | -35.1% |
| All | -30.6% | +46.4% | -77.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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