+124.0%
VRSK vs SM
+23.0%
+101.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | +4.6% | -9.7% | -5.3% |
| 30D | -2.3% | +18.2% | -20.5% | -3.0% |
| 3M | -2.9% | +22.5% | -25.4% | -3.8% |
| 6M | -12.8% | +50.6% | -63.4% | -14.3% |
| YTD | -20.8% | +108.1% | -128.9% | -23.2% |
| 1Y | -33.2% | +46.0% | -79.2% | -34.5% |
| 3Y | -26.6% | +2.9% | -29.4% | -27.7% |
| 5Y | -11.3% | +112.6% | -123.9% | -15.8% |
| All | +124.0% | +23.0% | +101.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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