-26.3%
SKHY vs ROST
+6.8%
-33.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.3% | -9.1% | -16.9% |
| 7D | -23.6% | +1.3% | -24.8% | -21.7% |
| 30D | -32.1% | +4.9% | -37.0% | -26.7% |
| 3M | -18.0% | -6.9% | -11.0% | -31.2% |
| All | -26.3% | +6.8% | -33.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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