-24.2%
SKHY vs RAM
-70.4%
+46.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.6% | -0.3% |
| 7D | -14.7% | -37.4% | +22.7% | +8.1% |
| 30D | -28.6% | -62.0% | +33.4% | +19.8% |
| 3M | -11.3% | -52.1% | +40.9% | +24.4% |
| All | -24.2% | -70.4% | +46.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 6mo: compounded portfolio wealth divided by compounded RAM 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…
6mo analysis · Full analysis span regression · Available span rolling