-13.6%
SKDD vs XE
-36.3%
+22.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -8.5% | +18.8% | +4.4% |
| 7D | +28.7% | -12.9% | +41.6% | +18.8% |
| 30D | +54.1% | -30.3% | +84.3% | +28.5% |
| 3M | -22.7% | -45.9% | +23.2% | -42.2% |
| All | -13.6% | -36.3% | +22.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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