-14.8%
SKHY vs STX
-35.3%
+20.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.1% | +3.0% | +2.3% |
| 7D | -13.1% | -20.2% | +7.1% | +6.2% |
| 30D | -26.6% | -37.2% | +10.6% | +11.8% |
| 3M | -7.3% | -34.1% | +26.7% | +27.0% |
| All | -14.8% | -35.3% | +20.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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