-26.3%
SKHY vs ITW
+8.0%
-34.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -2.7% | -10.7% | -16.5% |
| 7D | -23.6% | +1.4% | -25.0% | -21.8% |
| 30D | -32.1% | +6.8% | -39.0% | -24.1% |
| 3M | -18.0% | -3.4% | -14.6% | -26.5% |
| All | -26.3% | +8.0% | -34.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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