-9.2%
VRSK vs STT
+53.6%
-62.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.9% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | +21.2% | -1.7% | +22.9% | +20.9% |
| 3M | +2.9% | -6.4% | +9.3% | +1.6% |
| 6M | +11.3% | +17.7% | -6.4% | +11.4% |
| YTD | -10.8% | +36.9% | -47.7% | -9.6% |
| 1Y | -9.2% | +52.0% | -61.2% | -4.7% |
| All | -9.2% | +53.6% | -62.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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