+134.0%
SKE vs SPY
+991.8%
-857.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | +0.7% | -0.9% | +1.6% | +0.9% |
| 3M | +22.1% | +3.9% | +18.2% | +21.3% |
| 6M | -2.9% | +14.5% | -17.4% | -5.3% |
| YTD | +38.1% | +12.9% | +25.1% | +35.2% |
| 1Y | +86.9% | +19.4% | +67.5% | +81.1% |
| 3Y | +621.6% | +78.5% | +543.1% | +551.2% |
| 5Y | +180.0% | +81.8% | +98.2% | +150.7% |
| 10Y | +727.3% | +311.5% | +415.8% | +621.8% |
| All | +134.0% | +991.8% | -857.8% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling