+560.1%
SKY vs SPY
+3,040.6%
-2,480.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -5.1% | -2.0% | -3.1% | -3.1% |
| 30D | -13.2% | -1.7% | -11.5% | -11.7% |
| 3M | +8.8% | +4.7% | +4.1% | +3.9% |
| 6M | +3.4% | +12.5% | -9.1% | -7.9% |
| YTD | -3.3% | +11.7% | -15.0% | -13.2% |
| 1Y | +10.3% | +17.5% | -7.2% | -6.1% |
| 3Y | +17.4% | +76.6% | -59.1% | -33.3% |
| 5Y | +29.0% | +82.0% | -53.0% | -25.5% |
| 10Y | +630.8% | +317.1% | +313.6% | +115.5% |
| All | +560.1% | +3,040.6% | -2,480.4% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling