-26.3%
SKHY vs STZ
+10.9%
-37.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -0.6% | -12.8% | -14.3% |
| 7D | -23.6% | +11.8% | -35.3% | -8.6% |
| 30D | -32.1% | +26.0% | -58.1% | 0.0% |
| 3M | -18.0% | +11.5% | -29.5% | +9.1% |
| All | -26.3% | +10.9% | -37.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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