+587.8%
VRSK vs STT
+440.6%
+147.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | +1.0% | -6.4% | -5.6% |
| 30D | -1.8% | +2.8% | -4.6% | -2.5% |
| 3M | -2.2% | +18.1% | -20.4% | -6.5% |
| 6M | -14.9% | +59.2% | -74.1% | -24.5% |
| YTD | -20.0% | +51.5% | -71.5% | -28.3% |
| 1Y | -33.1% | +75.7% | -108.8% | -42.4% |
| 3Y | -25.6% | +200.8% | -226.4% | -44.8% |
| 5Y | -10.1% | +155.8% | -165.9% | -32.3% |
| 10Y | +128.4% | +266.4% | -137.9% | +46.3% |
| All | +587.8% | +440.6% | +147.2% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling