-26.6%
VRSK vs SMTC
+579.3%
-605.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.4% |
| 7D | -5.2% | +13.1% | -18.2% | -4.7% |
| 30D | -2.3% | +19.5% | -21.8% | -1.4% |
| 3M | -2.9% | +2.2% | -5.2% | -1.9% |
| 6M | -12.8% | +94.9% | -107.7% | -11.8% |
| YTD | -20.8% | +127.0% | -147.8% | -19.9% |
| 1Y | -33.2% | +174.6% | -207.8% | -32.5% |
| 3Y | -26.6% | +615.9% | -642.5% | -30.2% |
| All | -26.6% | +579.3% | -605.9% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling