-62.6%
SKF vs SPY
+77.0%
-139.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | +0.2% |
| 7D | +3.2% | -0.8% | +3.9% | +2.0% |
| 30D | +2.8% | -1.1% | +3.9% | +1.3% |
| 3M | -14.9% | +3.9% | -18.8% | -9.5% |
| 6M | -24.4% | +13.6% | -38.0% | -6.2% |
| YTD | -7.9% | +12.7% | -20.6% | +13.5% |
| 1Y | -10.0% | +17.5% | -27.5% | +19.6% |
| 3Y | -62.6% | +76.9% | -139.5% | +9.9% |
| All | -62.6% | +77.0% | -139.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling