-26.3%
SKHY vs RUN
-20.6%
-5.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +12.3% | -25.7% | -15.6% |
| 7D | -23.6% | +30.0% | -53.6% | -29.2% |
| 30D | -32.1% | +27.0% | -59.2% | -36.3% |
| 3M | -18.0% | -5.9% | -12.1% | -9.0% |
| All | -26.3% | -20.6% | -5.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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