-14.8%
SKHY vs EFV
+4.1%
-19.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.3% | -8.2% |
| 7D | -13.1% | +2.9% | -16.0% | -15.6% |
| 30D | -26.6% | +3.6% | -30.2% | -29.7% |
| 3M | -7.3% | -0.1% | -7.2% | -6.3% |
| All | -14.8% | +4.1% | -19.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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