0.0%
GOOGL vs SKHY
+15.5%
-15.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | N/A |
| 7D | 0.0% | +7.4% | -7.4% | N/A |
| All | 0.0% | +15.5% | -15.5% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside SKHY.
Daily Out/Under-Performance
Portfolio return minus SKHY return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded SKHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling