-26.3%
SKHY vs BR
+29.9%
-56.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +2.4% | -15.8% | -9.5% |
| 7D | -23.6% | +8.9% | -32.4% | -12.3% |
| 30D | -32.1% | +22.2% | -54.4% | -6.2% |
| 3M | -18.0% | +19.4% | -37.4% | +13.5% |
| All | -26.3% | +29.9% | -56.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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