+123.5%
VRSK vs SIMO
+557.5%
-434.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.9% |
| 7D | -7.7% | +12.5% | -20.3% | -8.5% |
| 30D | -2.8% | +18.4% | -21.2% | -4.1% |
| 3M | -3.7% | +5.6% | -9.3% | -5.4% |
| 6M | -12.8% | +116.9% | -129.7% | -21.5% |
| YTD | -21.0% | +188.4% | -209.4% | -31.3% |
| 1Y | -32.5% | +221.3% | -253.7% | -42.3% |
| 3Y | -26.5% | +438.6% | -465.1% | -42.4% |
| 5Y | -11.5% | +287.9% | -299.4% | -29.4% |
| All | +123.5% | +557.5% | -434.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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