+45.4%
SMR vs VRSK
-26.5%
+71.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.6% |
| 7D | -11.2% | -5.2% | -6.1% | -12.3% |
| 30D | -10.2% | -2.3% | -7.9% | -10.7% |
| 3M | -10.0% | -2.9% | -7.1% | -10.7% |
| 6M | -30.5% | -12.8% | -17.7% | -31.0% |
| YTD | -39.2% | -20.8% | -18.4% | -39.8% |
| 1Y | -75.5% | -33.2% | -42.3% | -75.2% |
| 3Y | +45.4% | -26.6% | +72.0% | +26.1% |
| All | +45.4% | -26.5% | +71.9% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling