+18.3%
STM vs VRSK
-11.8%
+30.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.4% | -5.2% | +3.8% | -0.7% |
| 30D | -4.9% | -2.3% | -2.6% | -4.8% |
| 3M | -34.0% | -2.9% | -31.1% | -34.7% |
| 6M | +51.8% | -12.8% | +64.6% | +54.7% |
| YTD | +99.4% | -20.8% | +120.2% | +109.9% |
| 1Y | +99.1% | -33.2% | +132.3% | +124.9% |
| 3Y | +19.5% | -26.6% | +46.0% | +23.2% |
| All | +18.3% | -11.8% | +30.1% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling