-26.7%
VRSK vs SM
-0.7%
-26.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -7.7% | +2.1% | -9.9% | -7.8% |
| 30D | -2.8% | +18.1% | -21.0% | -3.3% |
| 3M | -3.7% | +17.0% | -20.7% | -4.3% |
| 6M | -12.8% | +55.4% | -68.2% | -14.0% |
| YTD | -21.0% | +108.6% | -129.5% | -22.4% |
| 1Y | -32.5% | +45.7% | -78.1% | -33.5% |
| All | -26.7% | -0.7% | -26.0% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling