-59.0%
SKUU vs EL
+36.5%
-95.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.3% | -16.7% | -7.7% |
| 7D | -25.6% | +2.5% | -28.1% | -24.4% |
| 30D | -49.6% | +20.1% | -69.7% | -45.4% |
| 3M | -26.8% | +29.3% | -56.1% | -22.6% |
| All | -59.0% | +36.5% | -95.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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