-26.3%
SKHY vs MAR
+12.2%
-38.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -1.8% | -11.6% | -13.9% |
| 7D | -23.6% | +4.4% | -28.0% | -22.2% |
| 30D | -32.1% | +15.5% | -47.6% | -27.3% |
| 3M | -18.0% | +15.7% | -33.7% | -12.7% |
| All | -26.3% | +12.2% | -38.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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