-2.0%
HYG vs SKUU
-61.8%
+59.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -27.4% | +27.0% | -0.2% |
| 7D | -0.4% | -44.1% | +43.8% | -0.2% |
| 30D | 0.0% | -58.1% | +58.1% | +0.2% |
| 3M | -2.3% | -44.3% | +42.0% | -2.2% |
| All | -2.0% | -61.8% | +59.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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