-10.1%
VRSK vs SUI
-33.5%
+23.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | -5.4% | -4.3% | -1.1% | -3.8% |
| 30D | -1.8% | -2.1% | +0.4% | -1.0% |
| 3M | -2.2% | -6.1% | +3.9% | +0.2% |
| 6M | -14.9% | -12.8% | -2.2% | -10.6% |
| YTD | -20.0% | -4.6% | -15.4% | -18.9% |
| 1Y | -33.1% | -7.7% | -25.5% | -31.4% |
| 3Y | -25.6% | +10.9% | -36.6% | -30.9% |
| 5Y | -10.1% | -32.4% | +22.3% | +7.1% |
| All | -10.1% | -33.5% | +23.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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