+190.4%
VRSK vs SFM
+108.9%
+81.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.4% | +1.9% |
| 7D | -5.4% | -7.2% | +1.8% | -4.6% |
| 30D | -1.8% | -14.3% | +12.6% | -0.2% |
| 3M | -2.2% | -13.7% | +11.5% | -0.9% |
| 6M | -14.9% | -6.0% | -8.9% | -14.9% |
| YTD | -20.0% | -8.2% | -11.8% | -19.9% |
| 1Y | -33.1% | -46.2% | +13.1% | -29.3% |
| 3Y | -25.6% | +83.6% | -109.2% | -33.4% |
| 5Y | -10.1% | +212.7% | -222.8% | -26.1% |
| 10Y | +128.4% | +273.0% | -144.6% | +78.4% |
| All | +190.4% | +108.9% | +81.5% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling