+176.7%
SKE vs SPY
+79.8%
+96.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.7% |
| 7D | -5.6% | -2.0% | -3.7% | -3.9% |
| 30D | -6.2% | -1.7% | -4.6% | -4.7% |
| 3M | +25.5% | +4.7% | +20.8% | +21.3% |
| 6M | -8.5% | +12.5% | -21.0% | -15.8% |
| YTD | +31.6% | +11.7% | +19.9% | +22.0% |
| 1Y | +75.0% | +17.5% | +57.5% | +56.4% |
| 3Y | +588.1% | +76.6% | +511.5% | +339.2% |
| 5Y | +176.7% | +82.0% | +94.7% | +58.0% |
| All | +176.7% | +79.8% | +96.9% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling