-1.5%
GOOGL vs SKHY
+36.5%
-38.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.8% |
| 7D | 0.0% | +7.4% | -7.4% | +0.6% |
| 30D | -1.4% | +23.1% | -24.5% | +0.2% |
| All | -1.5% | +36.5% | -38.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SKHY.
Daily Out/Under-Performance
Portfolio return minus SKHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKHY 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 1mo: compounded portfolio wealth divided by compounded SKHY 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…
1mo analysis · Full analysis span regression · Available span rolling