-15.3%
SKHY vs SW
+1.5%
-16.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.5% | +9.3% |
| 7D | -0.6% | -2.6% | +2.0% | -2.0% |
| 30D | -12.3% | +7.2% | -19.5% | -8.8% |
| 3M | +0.4% | -10.5% | +10.9% | -2.7% |
| All | -15.3% | +1.5% | -16.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · Available span rolling