-11.1%
VRSK vs SMTC
+122.8%
-133.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.2% |
| 7D | -5.2% | +13.1% | -18.2% | -5.3% |
| 30D | -2.3% | +19.5% | -21.8% | -2.5% |
| 3M | -2.9% | +2.2% | -5.2% | -2.8% |
| 6M | -12.8% | +94.9% | -107.7% | -15.5% |
| YTD | -20.8% | +127.0% | -147.8% | -23.9% |
| 1Y | -33.2% | +174.6% | -207.8% | -36.7% |
| 3Y | -26.6% | +615.9% | -642.5% | -40.6% |
| All | -11.1% | +122.8% | -133.9% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling