-64.0%
SKF vs SPY
+79.8%
-143.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | -0.3% |
| 7D | +6.1% | -2.0% | +8.1% | +2.6% |
| 30D | +3.6% | -1.7% | +5.2% | +0.8% |
| 3M | -15.2% | +4.7% | -19.9% | -7.8% |
| 6M | -22.1% | +12.5% | -34.6% | -3.3% |
| YTD | -6.8% | +11.7% | -18.5% | +15.1% |
| 1Y | -11.9% | +17.5% | -29.3% | +19.8% |
| 3Y | -62.4% | +76.6% | -139.0% | +20.1% |
| 5Y | -64.0% | +82.0% | -146.0% | +52.5% |
| All | -64.0% | +79.8% | -143.7% | +52.5% |
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