-68.3%
SKUU vs SNY
+8.6%
-77.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +7.0% |
| 7D | -29.1% | +6.1% | -35.2% | -14.8% |
| 30D | -53.4% | +17.0% | -70.4% | -20.1% |
| 3M | -34.5% | +9.7% | -44.2% | -9.5% |
| All | -68.3% | +8.6% | -77.0% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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