-26.3%
SKHY vs MDY
-5.2%
-21.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -3.9% | -9.5% | -2.1% |
| 7D | -23.6% | -3.4% | -20.1% | -14.6% |
| 30D | -32.1% | -3.2% | -29.0% | -24.4% |
| 3M | -18.0% | -6.7% | -11.3% | +3.5% |
| All | -26.3% | -5.2% | -21.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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