-72.9%
SKRE vs SPY
+67.7%
-140.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +1.7% |
| 7D | +2.4% | -0.4% | +2.8% | +1.7% |
| 30D | +6.4% | -1.4% | +7.8% | +3.7% |
| 3M | -8.2% | +3.7% | -11.9% | -1.3% |
| 6M | -26.6% | +13.0% | -39.6% | -4.7% |
| YTD | -28.8% | +12.4% | -41.2% | -7.8% |
| 1Y | -33.3% | +18.5% | -51.8% | -1.9% |
| All | -72.9% | +67.7% | -140.6% | -3.3% |
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