-26.6%
VRSK vs SNY
-9.6%
-17.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -3.3% | -1.8% | -4.8% |
| 30D | -2.3% | -2.2% | -0.2% | -2.1% |
| 3M | -2.9% | -3.0% | +0.1% | -2.6% |
| 6M | -12.8% | +2.7% | -15.5% | -12.9% |
| YTD | -20.8% | -6.8% | -14.0% | -20.3% |
| 1Y | -33.2% | -5.3% | -28.0% | -33.0% |
| 3Y | -26.6% | -9.8% | -16.8% | -25.9% |
| All | -26.6% | -9.6% | -17.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling