+30.0%
MSFT vs SKHY
+4.1%
+25.9%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.1% | -10.2% | -2.2% |
| 7D | -2.7% | +9.9% | -12.6% | -2.9% |
| 30D | +2.7% | +17.2% | -14.5% | +2.3% |
| All | +30.0% | +4.1% | +25.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling