-14.8%
SKHY vs Z
+0.2%
-15.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.4% | -14.5% | -1.0% |
| 7D | -13.1% | +10.2% | -23.3% | -9.0% |
| 30D | -26.6% | +23.7% | -50.3% | -19.4% |
| 3M | -7.3% | -6.6% | -0.8% | -14.0% |
| All | -14.8% | +0.2% | -15.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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