-26.3%
SKHY vs VMC
-0.9%
-25.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.1% | -9.3% | -15.9% |
| 7D | -23.6% | +1.9% | -25.4% | -21.7% |
| 30D | -32.1% | +14.7% | -46.9% | -23.0% |
| 3M | -18.0% | -0.3% | -17.7% | -23.0% |
| All | -26.3% | -0.9% | -25.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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