-14.8%
SKHY vs SAN
-11.7%
-3.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.6% | -5.9% |
| 7D | -13.1% | +4.5% | -17.7% | -13.4% |
| 30D | -26.6% | -12.1% | -14.6% | -21.4% |
| 3M | -7.3% | -15.6% | +8.2% | +1.3% |
| All | -14.8% | -11.7% | -3.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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