-93.5%
SKIN vs SPY
+129.5%
-223.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | 0.0% |
| 7D | +2.2% | -0.8% | +3.0% | +3.5% |
| 30D | +8.2% | -1.1% | +9.3% | +10.1% |
| 3M | +9.0% | +3.9% | +5.2% | +1.4% |
| 6M | -37.8% | +13.6% | -51.4% | -50.9% |
| YTD | -49.6% | +12.7% | -62.3% | -59.8% |
| 1Y | -71.7% | +17.5% | -89.2% | -78.9% |
| 3Y | -87.2% | +76.9% | -164.1% | -95.3% |
| 5Y | -97.3% | +83.6% | -180.9% | -99.0% |
| All | -93.5% | +129.5% | -223.0% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling