-21.7%
VRSK vs SN
+496.6%
-518.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.6% | -5.6% |
| 7D | -9.7% | +0.1% | -9.8% | -9.7% |
| 30D | -8.5% | -5.6% | -2.9% | -8.4% |
| 3M | -1.7% | +48.1% | -49.7% | -2.4% |
| 6M | -17.9% | +57.6% | -75.5% | -18.6% |
| YTD | -21.1% | +56.5% | -77.6% | -21.8% |
| 1Y | -35.1% | +52.6% | -87.7% | -35.6% |
| 3Y | -26.7% | +412.0% | -438.7% | -28.9% |
| All | -21.7% | +496.6% | -518.4% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling