+587.8%
VRSK vs SM
+28.4%
+559.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -1.8% | +20.3% | -22.0% | -2.7% |
| 3M | -2.2% | +22.9% | -25.2% | -3.4% |
| 6M | -14.9% | +47.8% | -62.7% | -16.8% |
| YTD | -20.0% | +107.5% | -127.5% | -23.0% |
| 1Y | -33.1% | +51.7% | -84.9% | -34.8% |
| 3Y | -25.6% | -0.9% | -24.8% | -26.9% |
| 5Y | -10.1% | +112.2% | -122.4% | -16.1% |
| 10Y | +128.4% | +20.3% | +108.1% | +93.2% |
| All | +587.8% | +28.4% | +559.4% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling