-24.2%
SKHY vs AZO
+6.8%
-31.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | -1.1% |
| 7D | -14.7% | +1.5% | -16.1% | -12.5% |
| 30D | -28.6% | +13.0% | -41.6% | -13.6% |
| 3M | -11.3% | +4.8% | -16.1% | -7.4% |
| All | -24.2% | +6.8% | -31.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · Available span rolling