-19.5%
GOOG vs SKDD
-50.8%
+31.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.4% | -7.1% | +3.1% |
| 7D | -10.7% | +28.7% | -39.4% | -11.0% |
| 30D | -16.4% | +54.1% | -70.5% | -18.0% |
| 3M | -23.4% | -22.7% | -0.7% | -23.5% |
| All | -19.5% | -50.8% | +31.3% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling