+578.1%
VRSK vs SIMO
+10,173.4%
-9,595.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.7% | -6.0% |
| 7D | -9.7% | +14.6% | -24.3% | -10.7% |
| 30D | -8.5% | +6.2% | -14.7% | -9.2% |
| 3M | -1.7% | +3.6% | -5.2% | -3.3% |
| 6M | -17.9% | +130.8% | -148.7% | -25.9% |
| YTD | -21.1% | +195.8% | -216.9% | -30.8% |
| 1Y | -35.1% | +225.0% | -260.1% | -43.8% |
| 3Y | -26.7% | +452.3% | -479.0% | -40.7% |
| 5Y | -12.0% | +303.6% | -315.6% | -28.0% |
| 10Y | +122.9% | +528.8% | -405.9% | +67.3% |
| All | +578.1% | +10,173.4% | -9,595.3% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling