-73.1%
SMR vs VRSK
-30.3%
-42.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.8% |
| 7D | +4.4% | -3.1% | +7.5% | +2.8% |
| 30D | +3.4% | -1.6% | +5.0% | +2.1% |
| 3M | -19.2% | +3.5% | -22.7% | -17.3% |
| 6M | -22.6% | -13.4% | -9.3% | -26.3% |
| YTD | -31.5% | -16.5% | -15.0% | -37.0% |
| 1Y | -73.1% | -30.6% | -42.5% | -78.5% |
| All | -73.1% | -30.3% | -42.8% | -78.5% |
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