-13.6%
SKDD vs BG
-17.7%
+4.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.4% | +7.9% | +9.8% |
| 7D | +28.7% | -3.8% | +32.4% | +29.2% |
| 30D | +54.1% | -9.6% | +63.7% | +54.8% |
| 3M | -22.7% | -8.5% | -14.2% | -22.4% |
| All | -13.6% | -17.7% | +4.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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