-26.3%
SKHY vs NI
-3.4%
-22.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -1.9% | -11.5% | -13.6% |
| 7D | -23.6% | 0.0% | -23.5% | -23.3% |
| 30D | -32.1% | +10.0% | -42.1% | -31.1% |
| 3M | -18.0% | +4.3% | -22.2% | -15.0% |
| All | -26.3% | -3.4% | -22.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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