+537.6%
VRSK vs STLA
+252.7%
+284.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.5% | -5.2% |
| 7D | -9.7% | +0.7% | -10.5% | -9.8% |
| 30D | -8.5% | -2.4% | -6.2% | -8.3% |
| 3M | -1.7% | -23.9% | +22.2% | +0.8% |
| 6M | -17.9% | -24.6% | +6.7% | -16.1% |
| YTD | -21.1% | -50.5% | +29.4% | -16.2% |
| 1Y | -35.1% | -39.8% | +4.7% | -32.9% |
| 3Y | -26.7% | -65.6% | +38.9% | -20.8% |
| 5Y | -12.0% | -62.1% | +50.1% | -7.4% |
| 10Y | +122.9% | +47.8% | +75.1% | +104.2% |
| All | +537.6% | +252.7% | +284.9% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling