-26.3%
SKHY vs ESI
-23.3%
-3.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -8.0% | -5.4% | -1.8% |
| 7D | -23.6% | -13.1% | -10.5% | -5.9% |
| 30D | -32.1% | -18.5% | -13.6% | -8.3% |
| 3M | -18.0% | -19.6% | +1.6% | +19.2% |
| All | -26.3% | -23.3% | -3.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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