-14.8%
SKHY vs CI
+4.6%
-19.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.5% | -1.8% |
| 7D | -13.1% | +3.5% | -16.7% | -9.9% |
| 30D | -26.6% | +12.6% | -39.2% | -18.7% |
| 3M | -7.3% | +12.1% | -19.4% | +2.1% |
| All | -14.8% | +4.6% | -19.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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