-13.6%
SKDD vs IT
+50.9%
-64.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.5% | +8.9% | +9.2% |
| 7D | +28.7% | -5.5% | +34.1% | +33.3% |
| 30D | +54.1% | +10.3% | +43.7% | +42.5% |
| 3M | -22.7% | +11.5% | -34.2% | -28.5% |
| All | -13.6% | +50.9% | -64.5% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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