-13.6%
SKDD vs EME
-18.0%
+4.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -9.6% | +20.0% | -7.0% |
| 7D | +28.7% | -5.8% | +34.5% | +17.8% |
| 30D | +54.1% | -17.9% | +72.0% | +13.3% |
| 3M | -22.7% | -22.0% | -0.7% | -48.3% |
| All | -13.6% | -18.0% | +4.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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