-2.7%
SMCI vs VRSK
-30.3%
+27.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.1% | +3.0% |
| 7D | +6.8% | -3.1% | +9.9% | +4.8% |
| 30D | +30.6% | -1.6% | +32.1% | +29.5% |
| 3M | -15.6% | +3.5% | -19.1% | -12.4% |
| 6M | +21.3% | -13.4% | +34.6% | +20.1% |
| YTD | +35.3% | -16.5% | +51.8% | +32.6% |
| 1Y | -2.7% | -30.6% | +27.8% | -11.6% |
| All | -2.7% | -30.3% | +27.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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