-26.3%
SKHY vs XLF
+3.1%
-29.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -2.9% | -10.5% | -14.6% |
| 7D | -23.6% | +1.0% | -24.5% | -21.3% |
| 30D | -32.1% | +6.5% | -38.6% | -25.9% |
| 3M | -18.0% | -0.5% | -17.5% | -18.5% |
| All | -26.3% | +3.1% | -29.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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