-30.6%
VRSK vs SMTC
+154.8%
-185.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -1.4% |
| 7D | -3.1% | +12.7% | -15.9% | -1.6% |
| 30D | -1.6% | +22.0% | -23.5% | +1.4% |
| 3M | +3.5% | -12.7% | +16.2% | +4.8% |
| 6M | -13.4% | +64.8% | -78.1% | -10.1% |
| YTD | -16.5% | +100.7% | -117.2% | -12.3% |
| 1Y | -30.6% | +146.9% | -177.5% | -27.4% |
| All | -30.6% | +154.8% | -185.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling