+587.8%
VRSK vs SPG
+564.5%
+23.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.9% |
| 7D | -5.4% | -1.7% | -3.8% | -5.1% |
| 30D | -1.8% | -6.3% | +4.5% | -0.5% |
| 3M | -2.2% | -2.4% | +0.2% | -1.7% |
| 6M | -14.9% | +9.6% | -24.5% | -16.6% |
| YTD | -20.0% | +14.2% | -34.2% | -22.3% |
| 1Y | -33.1% | +19.3% | -52.4% | -35.6% |
| 3Y | -25.6% | +106.7% | -132.3% | -36.6% |
| 5Y | -10.1% | +104.2% | -114.3% | -23.9% |
| 10Y | +128.4% | +63.7% | +64.7% | +99.2% |
| All | +587.8% | +564.5% | +23.3% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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