-13.6%
SKDD vs M
+13.2%
-26.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.6% | +2.7% | +4.6% |
| 7D | +28.7% | +8.3% | +20.4% | +20.8% |
| 30D | +54.1% | +14.2% | +39.9% | +40.4% |
| 3M | -22.7% | -1.1% | -21.6% | -14.0% |
| All | -13.6% | +13.2% | -26.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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