-11.3%
VRSK vs SM
+108.8%
-120.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | -3.7% | +17.0% | -20.7% | -4.5% |
| 6M | -12.8% | +55.4% | -68.2% | -14.7% |
| YTD | -21.0% | +108.6% | -129.5% | -23.6% |
| 1Y | -32.5% | +45.7% | -78.1% | -33.9% |
| 3Y | -26.5% | -0.3% | -26.2% | -28.0% |
| All | -11.3% | +108.8% | -120.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling