-26.3%
SKHY vs BG
-13.0%
-13.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +1.6% | -15.0% | -13.0% |
| 7D | -23.6% | +2.6% | -26.2% | -22.9% |
| 30D | -32.1% | -8.2% | -23.9% | -32.6% |
| 3M | -18.0% | -7.0% | -11.0% | -17.0% |
| All | -26.3% | -13.0% | -13.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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