+124.0%
VRSK vs SFM
+271.4%
-147.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -5.2% | -10.6% | +5.5% | -3.9% |
| 30D | -2.3% | -15.5% | +13.1% | -0.5% |
| 3M | -2.9% | -17.4% | +14.5% | -1.1% |
| 6M | -12.8% | -3.4% | -9.4% | -13.1% |
| YTD | -20.8% | -8.7% | -12.1% | -20.6% |
| 1Y | -33.2% | -47.2% | +14.0% | -28.9% |
| 3Y | -26.6% | +82.7% | -109.3% | -35.2% |
| 5Y | -11.3% | +214.3% | -225.6% | -29.0% |
| All | +124.0% | +271.4% | -147.5% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling