+11.1%
SKDD vs EFV
-49.4%
+60.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -50.9% | +79.5% | -0.1% |
| 7D | +60.6% | -49.8% | +110.4% | +26.2% |
| 30D | +76.2% | -49.4% | +125.7% | +40.5% |
| 3M | -4.6% | -51.0% | +46.4% | -31.6% |
| All | +11.1% | -49.4% | +60.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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