-30.6%
VRSK vs SFM
-41.4%
+10.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -1.6% | -4.4% | +2.8% | -1.5% |
| 3M | +3.5% | +1.5% | +2.0% | +3.3% |
| 6M | -13.4% | +6.5% | -19.8% | -13.6% |
| YTD | -16.5% | +2.2% | -18.7% | -17.3% |
| 1Y | -30.6% | -41.9% | +11.3% | -24.4% |
| All | -30.6% | -41.4% | +10.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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