-97.9%
SKIL vs SPY
+79.8%
-177.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -0.6% | -33.6% | -33.3% |
| 7D | -35.5% | -2.0% | -33.6% | -33.3% |
| 30D | -55.5% | -1.7% | -53.8% | -54.2% |
| 3M | -20.8% | +4.7% | -25.5% | -26.1% |
| 6M | +1.2% | +12.5% | -11.3% | -14.6% |
| YTD | -54.9% | +11.7% | -66.7% | -61.3% |
| 1Y | -69.3% | +17.5% | -86.8% | -75.5% |
| 3Y | -83.2% | +76.6% | -159.8% | -92.4% |
| 5Y | -97.9% | +82.0% | -179.9% | -99.1% |
| All | -97.9% | +79.8% | -177.7% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling