+318.0%
SPYM vs VRSK
+126.1%
+192.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | -5.2% | +4.4% | +1.2% |
| 30D | -1.1% | -2.3% | +1.2% | -0.4% |
| 3M | +3.9% | -2.9% | +6.8% | +3.8% |
| 6M | +13.6% | -12.8% | +26.4% | +17.9% |
| YTD | +12.7% | -20.8% | +33.5% | +21.4% |
| 1Y | +17.6% | -33.2% | +50.8% | +36.6% |
| 3Y | +77.2% | -26.6% | +103.8% | +90.5% |
| 5Y | +84.1% | -11.3% | +95.5% | +74.4% |
| All | +318.0% | +126.1% | +192.0% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling