-92.8%
SKK vs SPY
+37.0%
-129.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.8% |
| 7D | -3.3% | +0.5% | -3.9% | -3.1% |
| 30D | -8.8% | -0.9% | -7.8% | -9.1% |
| 3M | +0.5% | +3.9% | -3.4% | +1.8% |
| 6M | +56.4% | +14.5% | +41.9% | +55.9% |
| YTD | +58.1% | +12.9% | +45.2% | +59.3% |
| 1Y | +4.8% | +19.4% | -14.6% | +3.2% |
| All | -92.8% | +37.0% | -129.8% | -92.6% |
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