+5,136.5%
SMH vs VRSK
+585.1%
+4,551.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | +1.4% | -7.7% | +9.1% | +4.5% |
| 30D | -2.2% | -2.8% | +0.6% | -1.5% |
| 3M | -1.9% | -3.7% | +1.8% | -2.6% |
| 6M | +41.0% | -12.8% | +53.8% | +44.4% |
| YTD | +55.6% | -21.0% | +76.5% | +65.6% |
| 1Y | +86.8% | -32.5% | +119.3% | +112.7% |
| 3Y | +277.7% | -26.5% | +304.2% | +296.2% |
| 5Y | +324.2% | -11.5% | +335.7% | +296.5% |
| 10Y | +1,828.6% | +125.7% | +1,702.9% | +1,054.7% |
| All | +5,136.5% | +585.1% | +4,551.4% | +1,959.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling