-33.2%
VRSK vs STLA
-40.1%
+6.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.2% |
| 7D | -5.2% | -2.9% | -2.3% | -5.2% |
| 30D | -2.3% | +0.9% | -3.3% | -2.4% |
| 3M | -2.9% | -21.6% | +18.7% | -4.3% |
| 6M | -12.8% | -21.6% | +8.8% | -14.3% |
| YTD | -20.8% | -50.4% | +29.6% | -23.2% |
| 1Y | -33.2% | -43.6% | +10.4% | -34.6% |
| All | -33.2% | -40.1% | +6.9% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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