+53.1%
SKT vs SPY
+322.5%
-269.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.2% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | -5.5% | -1.1% | -4.4% | -4.5% |
| 3M | -7.9% | +3.9% | -11.8% | -11.8% |
| 6M | +4.1% | +13.6% | -9.5% | -9.7% |
| YTD | +11.8% | +12.7% | -0.9% | -2.3% |
| 1Y | +9.0% | +17.5% | -8.5% | -9.2% |
| 3Y | +74.7% | +76.9% | -2.2% | -8.5% |
| 5Y | +169.3% | +83.6% | +85.8% | +35.5% |
| All | +53.1% | +322.5% | -269.3% | -65.3% |
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 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