-24.2%
SKHY vs DGX
+23.2%
-47.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +3.0% |
| 7D | -14.7% | +1.5% | -16.2% | -13.8% |
| 30D | -28.6% | +12.6% | -41.1% | -23.2% |
| 3M | -11.3% | +7.6% | -18.9% | -7.1% |
| All | -24.2% | +23.2% | -47.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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