-3.2%
META vs SKHY
+11.8%
-15.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.6% |
| 7D | +5.1% | +7.4% | -2.3% | +5.3% |
| 30D | +12.0% | +23.1% | -11.1% | +12.9% |
| All | -3.2% | +11.8% | -15.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling