+32.3%
SKY vs SPY
+82.3%
-50.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.5% |
| 7D | -5.2% | -0.8% | -4.5% | -4.2% |
| 30D | -11.4% | -1.1% | -10.4% | -10.0% |
| 3M | +3.4% | +3.9% | -0.5% | -2.1% |
| 6M | +5.9% | +13.6% | -7.7% | -11.1% |
| YTD | -1.6% | +12.7% | -14.3% | -16.6% |
| 1Y | +9.1% | +17.5% | -8.4% | -13.2% |
| 3Y | +18.5% | +76.9% | -58.4% | -50.7% |
| All | +32.3% | +82.3% | -50.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling