-59.0%
SKUU vs COMP
-15.2%
-43.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.7% | -18.1% | -7.3% |
| 7D | -25.6% | +9.5% | -35.1% | -22.6% |
| 30D | -49.6% | +8.1% | -57.7% | -47.8% |
| 3M | -26.8% | -16.3% | -10.5% | -34.0% |
| All | -59.0% | -15.2% | -43.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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