-30.6%
VRSK vs STLD
+89.3%
-119.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.8% |
| 7D | -3.1% | +3.1% | -6.3% | -2.6% |
| 30D | -1.6% | -9.0% | +7.4% | -2.7% |
| 3M | +3.5% | -12.4% | +15.9% | +1.8% |
| 6M | -13.4% | +25.5% | -38.9% | -9.5% |
| YTD | -16.5% | +43.6% | -60.1% | -10.9% |
| 1Y | -30.6% | +87.2% | -117.8% | -26.4% |
| All | -30.6% | +89.3% | -119.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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