-15.3%
SKHY vs XLV
+16.7%
-32.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.8% |
| 7D | -0.6% | -0.4% | -0.2% | -2.6% |
| 30D | -12.3% | +9.9% | -22.2% | +9.9% |
| 3M | +0.4% | +12.9% | -12.5% | +41.9% |
| All | -15.3% | +16.7% | -32.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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