-59.0%
SKUU vs SM
+4.3%
-63.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -15.3% | +4.9% | -7.7% |
| 7D | -25.6% | -21.5% | -4.1% | -23.2% |
| 30D | -49.6% | -11.4% | -38.2% | -48.7% |
| 3M | -26.8% | +0.6% | -27.5% | -32.6% |
| All | -59.0% | +4.3% | -63.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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