-13.6%
SKDD vs Z
+6.5%
-20.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.4% | +0.9% | +2.6% |
| 7D | +28.7% | +10.2% | +18.5% | +19.0% |
| 30D | +54.1% | +23.7% | +30.4% | +35.1% |
| 3M | -22.7% | -6.6% | -16.2% | -12.2% |
| All | -13.6% | +6.5% | -20.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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