-59.0%
SKUU vs IT
+50.9%
-109.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.5% | -11.8% | -9.2% |
| 7D | -25.6% | -5.5% | -20.1% | -27.7% |
| 30D | -49.6% | +10.3% | -60.0% | -43.9% |
| 3M | -26.8% | +11.5% | -38.4% | -14.8% |
| All | -59.0% | +50.9% | -109.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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