+17.7%
STM vs VRSK
-26.6%
+44.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.8% |
| 7D | -1.1% | -7.7% | +6.7% | -2.5% |
| 30D | -7.8% | -2.8% | -5.0% | -8.1% |
| 3M | -28.2% | -3.7% | -24.5% | -28.6% |
| 6M | +52.0% | -12.8% | +64.7% | +52.7% |
| YTD | +96.4% | -21.0% | +117.4% | +99.7% |
| 1Y | +98.8% | -32.5% | +131.3% | +106.8% |
| All | +17.7% | -26.6% | +44.3% | +18.4% |
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