-36.8%
SKDD vs IT
+24.3%
-61.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.0% |
| 7D | -28.5% | -12.7% | -15.7% | -19.5% |
| 30D | -51.3% | -8.9% | -42.4% | -46.8% |
| All | -36.8% | +24.3% | -61.1% | -44.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling