-11.1%
VRSK vs SIMO
+315.3%
-326.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.1% | +0.2% |
| 7D | -5.2% | +11.0% | -16.2% | -5.1% |
| 30D | -2.3% | +17.9% | -20.2% | -2.3% |
| 3M | -2.9% | +3.9% | -6.8% | -3.0% |
| 6M | -12.8% | +131.0% | -143.8% | -16.9% |
| YTD | -20.8% | +209.3% | -230.1% | -25.6% |
| 1Y | -33.2% | +223.8% | -257.0% | -37.5% |
| 3Y | -26.6% | +479.2% | -505.8% | -34.6% |
| All | -11.1% | +315.3% | -326.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling