-99.8%
SKF vs SPY
+659.8%
-759.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +1.5% |
| 7D | -0.3% | +0.5% | -0.8% | +1.2% |
| 30D | +1.6% | -0.9% | +2.5% | -0.5% |
| 3M | -17.2% | +3.9% | -21.0% | -9.2% |
| 6M | -21.7% | +14.5% | -36.2% | +9.1% |
| YTD | -8.2% | +12.9% | -21.1% | +24.7% |
| 1Y | -13.2% | +19.4% | -32.6% | +35.6% |
| 3Y | -62.9% | +78.5% | -141.4% | +74.5% |
| 5Y | -63.7% | +81.8% | -145.4% | +120.4% |
| 10Y | -95.5% | +311.5% | -407.1% | +329.1% |
| All | -99.8% | +659.8% | -759.6% | +699.6% |
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