-11.3%
VRSK vs SFM
+211.2%
-222.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -7.7% | -8.8% | +1.0% | -6.9% |
| 30D | -2.8% | -14.5% | +11.6% | -1.5% |
| 3M | -3.7% | -16.8% | +13.1% | -2.2% |
| 6M | -12.8% | -5.3% | -7.4% | -12.8% |
| YTD | -21.0% | -9.4% | -11.6% | -20.8% |
| 1Y | -32.5% | -46.2% | +13.7% | -28.8% |
| 3Y | -26.5% | +81.3% | -107.8% | -35.5% |
| All | -11.3% | +211.2% | -222.5% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling