+875.7%
SPYM vs VRSK
+585.1%
+290.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -7.7% | +5.8% | +0.9% |
| 30D | -1.6% | -2.8% | +1.2% | -0.8% |
| 3M | +4.7% | -3.7% | +8.5% | +5.1% |
| 6M | +12.6% | -12.8% | +25.3% | +16.4% |
| YTD | +11.8% | -21.0% | +32.8% | +19.5% |
| 1Y | +17.5% | -32.5% | +50.0% | +33.2% |
| 3Y | +77.0% | -26.5% | +103.5% | +89.5% |
| 5Y | +82.6% | -11.5% | +94.1% | +77.3% |
| 10Y | +320.3% | +125.7% | +194.6% | +185.1% |
| All | +875.7% | +585.1% | +290.6% | +374.5% |
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 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