-59.0%
SKUU vs FIVE
+30.0%
-89.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.7% | -17.1% | -10.3% |
| 7D | -25.6% | +7.5% | -33.1% | -25.3% |
| 30D | -49.6% | +16.7% | -66.3% | -49.3% |
| 3M | -26.8% | +13.4% | -40.2% | -33.6% |
| All | -59.0% | +30.0% | -89.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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