-11.5%
VRSK vs STT
+153.4%
-164.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.7% | -1.4% | -6.4% | -7.5% |
| 30D | -2.8% | +2.2% | -5.0% | -3.3% |
| 3M | -3.7% | +18.8% | -22.5% | -7.4% |
| 6M | -12.8% | +57.9% | -70.7% | -21.5% |
| YTD | -21.0% | +51.0% | -72.0% | -28.2% |
| 1Y | -32.5% | +77.1% | -109.6% | -41.1% |
| 3Y | -26.5% | +199.8% | -226.4% | -44.6% |
| 5Y | -11.5% | +156.0% | -167.5% | -33.9% |
| All | -11.5% | +153.4% | -164.9% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling