-59.0%
SKUU vs Z
+6.5%
-65.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +9.4% | -19.8% | -2.6% |
| 7D | -25.6% | +10.2% | -35.8% | -18.5% |
| 30D | -49.6% | +23.7% | -73.3% | -39.3% |
| 3M | -26.8% | -6.6% | -20.3% | -35.9% |
| All | -59.0% | +6.5% | -65.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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