+756.3%
STM vs VRSK
+583.6%
+172.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +2.2% |
| 7D | +5.2% | -9.7% | +14.9% | +10.3% |
| 30D | -7.4% | -8.5% | +1.2% | -3.9% |
| 3M | -30.6% | -1.7% | -29.0% | -32.4% |
| 6M | +66.4% | -17.9% | +84.3% | +75.9% |
| YTD | +101.1% | -21.1% | +122.3% | +115.3% |
| 1Y | +97.4% | -35.1% | +132.5% | +135.4% |
| 3Y | +21.1% | -26.7% | +47.8% | +28.4% |
| 5Y | +22.5% | -12.0% | +34.5% | +12.7% |
| 10Y | +657.6% | +122.9% | +534.7% | +293.1% |
| All | +756.3% | +583.6% | +172.7% | +128.3% |
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