-59.0%
SKUU vs ALC
+14.1%
-73.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.8% | -17.2% | +6.6% |
| 7D | -25.6% | +10.7% | -36.3% | -2.0% |
| 30D | -49.6% | +20.2% | -69.8% | -16.2% |
| 3M | -26.8% | +8.9% | -35.8% | -15.3% |
| All | -59.0% | +14.1% | -73.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · Available span rolling