-14.8%
SKHY vs F
-6.0%
-8.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -4.1% |
| 7D | -13.1% | +6.0% | -19.2% | -11.4% |
| 30D | -26.6% | +4.3% | -30.9% | -25.8% |
| 3M | -7.3% | -10.1% | +2.7% | -12.5% |
| All | -14.8% | -6.0% | -8.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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