+3,774.3%
SKT vs SPY
+2,926.8%
+847.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -1.8% | -2.0% | +0.2% | -0.2% |
| 30D | -5.4% | -1.7% | -3.8% | -4.2% |
| 3M | -7.2% | +4.7% | -11.9% | -10.8% |
| 6M | +3.3% | +12.5% | -9.2% | -6.6% |
| YTD | +12.1% | +11.7% | +0.4% | +1.8% |
| 1Y | +10.6% | +17.5% | -6.9% | -3.8% |
| 3Y | +74.2% | +76.6% | -2.3% | +8.4% |
| 5Y | +170.1% | +82.0% | +88.1% | +65.6% |
| 10Y | +54.1% | +317.1% | -263.0% | -47.7% |
| All | +3,774.3% | +2,926.8% | +847.5% | +415.3% |
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