-13.6%
SKDD vs SPG
+4.5%
-18.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.9% | +7.5% | -2.2% |
| 7D | +28.7% | +8.2% | +20.5% | -8.7% |
| 30D | +54.1% | +13.5% | +40.6% | -10.7% |
| 3M | -22.7% | +2.2% | -25.0% | -11.8% |
| All | -13.6% | +4.5% | -18.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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