+157.1%
SPMO vs VRSK
-26.5%
+183.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.9% | -5.2% | +4.2% | -1.3% |
| 30D | -1.9% | -2.3% | +0.4% | -2.0% |
| 3M | -1.4% | -2.9% | +1.6% | -1.8% |
| 6M | +25.5% | -12.8% | +38.3% | +26.3% |
| YTD | +24.8% | -20.8% | +45.7% | +27.1% |
| 1Y | +24.5% | -33.2% | +57.7% | +30.8% |
| 3Y | +157.1% | -26.6% | +183.7% | +164.5% |
| All | +157.1% | -26.5% | +183.6% | +164.5% |
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 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