-0.2%
VRSK vs SPXS
-21.4%
+21.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +13.2% | -6.4% | +4.3% |
| 7D | +10.9% | +14.3% | -3.4% | +8.0% |
| 30D | +28.0% | +19.4% | +8.6% | +24.0% |
| 3M | +12.3% | +16.2% | -3.9% | +9.1% |
| 6M | +17.8% | -3.4% | +21.3% | +16.6% |
| YTD | -4.7% | -19.1% | +14.4% | -4.7% |
| 1Y | -0.2% | -20.5% | +20.3% | -0.1% |
| All | -0.2% | -21.4% | +21.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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