-26.3%
SKHY vs SMR
-52.3%
+26.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -14.8% | +1.4% | -5.0% |
| 7D | -23.6% | -26.2% | +2.6% | -9.5% |
| 30D | -32.1% | -45.5% | +13.4% | -5.8% |
| 3M | -18.0% | -53.4% | +35.4% | +14.9% |
| All | -26.3% | -52.3% | +26.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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