+96.1%
STM vs VRSK
-32.5%
+128.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -2.1% |
| 7D | -1.1% | -7.7% | +6.7% | -4.3% |
| 30D | -7.8% | -2.8% | -5.0% | -8.5% |
| 3M | -28.2% | -3.7% | -24.5% | -28.5% |
| 6M | +52.0% | -12.8% | +64.7% | +51.7% |
| YTD | +96.4% | -21.0% | +117.4% | +95.9% |
| All | +96.1% | -32.5% | +128.5% | +78.7% |
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