+627.5%
SKE vs SPY
+322.5%
+305.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.0% |
| 7D | -4.1% | -0.8% | -3.4% | -3.7% |
| 30D | -4.5% | -1.1% | -3.4% | -3.8% |
| 3M | +21.7% | +3.9% | +17.9% | +19.5% |
| 6M | -4.8% | +13.6% | -18.4% | -10.7% |
| YTD | +33.7% | +12.7% | +21.0% | +26.2% |
| 1Y | +81.7% | +17.5% | +64.2% | +68.0% |
| 3Y | +574.9% | +76.9% | +498.0% | +400.6% |
| 5Y | +181.0% | +83.6% | +97.4% | +102.0% |
| All | +627.5% | +322.5% | +305.1% | +569.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling