-93.6%
SKIN vs SPY
+128.9%
-222.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -5.6% |
| 7D | -2.4% | -0.4% | -2.0% | -1.9% |
| 30D | +7.8% | -1.4% | +9.2% | +10.2% |
| 3M | +8.8% | +3.7% | +5.1% | +1.1% |
| 6M | -41.5% | +13.0% | -54.5% | -53.4% |
| YTD | -50.4% | +12.4% | -62.8% | -60.2% |
| 1Y | -71.7% | +18.5% | -90.3% | -79.3% |
| 3Y | -87.9% | +77.6% | -165.5% | -95.6% |
| 5Y | -97.1% | +81.7% | -178.8% | -98.9% |
| All | -93.6% | +128.9% | -222.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling