-26.3%
SKHY vs SPYM
-2.2%
-24.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.4% | -9.0% | +0.3% |
| 7D | -23.6% | -4.7% | -18.8% | -9.8% |
| 30D | -32.1% | -5.9% | -26.2% | -15.9% |
| 3M | -18.0% | -4.5% | -13.5% | -3.1% |
| All | -26.3% | -2.2% | -24.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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