-26.7%
VRSK vs SIMO
+443.5%
-470.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.3% |
| 7D | -7.7% | +12.5% | -20.3% | -7.3% |
| 30D | -2.8% | +18.4% | -21.2% | -2.3% |
| 3M | -3.7% | +5.6% | -9.3% | -3.7% |
| 6M | -12.8% | +116.9% | -129.7% | -15.6% |
| YTD | -21.0% | +188.4% | -209.4% | -23.6% |
| 1Y | -32.5% | +221.3% | -253.7% | -35.1% |
| All | -26.7% | +443.5% | -470.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling