-42.8%
SKDD vs EL
+20.3%
-63.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.9% | -11.8% | -13.4% |
| 7D | -34.2% | -2.4% | -31.8% | -33.3% |
| 30D | -60.0% | +13.7% | -73.6% | -59.4% |
| All | -42.8% | +20.3% | -63.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3mo: compounded portfolio wealth divided by compounded EL 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…
3mo analysis · Full analysis span regression · Available span rolling