-23.7%
SKUU vs M
-1.9%
-21.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.6% | +12.2% | +6.6% |
| 7D | +31.4% | +2.4% | +29.1% | +35.0% |
| 30D | +71.7% | -11.6% | +83.3% | +49.0% |
| All | -23.7% | -1.9% | -21.7% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · Available span rolling