-14.8%
SKHY vs SAP
+49.7%
-64.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | +0.2% |
| 7D | -13.1% | +1.3% | -14.4% | -11.4% |
| 30D | -26.6% | +15.5% | -42.2% | -11.3% |
| 3M | -7.3% | +22.8% | -30.1% | +27.8% |
| All | -14.8% | +49.7% | -64.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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