+124.0%
VRSK vs STT
+271.9%
-148.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -5.2% | -0.4% | -4.7% | -5.1% |
| 30D | -2.3% | +1.7% | -4.0% | -2.8% |
| 3M | -2.9% | +17.9% | -20.8% | -7.0% |
| 6M | -12.8% | +55.3% | -68.1% | -22.1% |
| YTD | -20.8% | +52.7% | -73.5% | -29.1% |
| 1Y | -33.2% | +75.7% | -108.9% | -42.4% |
| 3Y | -26.6% | +197.9% | -224.5% | -45.4% |
| 5Y | -11.3% | +158.8% | -170.1% | -33.6% |
| All | +124.0% | +271.9% | -148.0% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling