-100.0%
SKYA vs SPY
+81.0%
-181.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -9.1% | -2.0% | -7.1% | -7.7% |
| 30D | +12.1% | -1.7% | +13.7% | +13.7% |
| 3M | +17.1% | +4.7% | +12.4% | +13.5% |
| 6M | -28.6% | +12.5% | -41.1% | -33.8% |
| YTD | -36.0% | +11.7% | -47.7% | -40.2% |
| 1Y | -85.9% | +17.5% | -103.4% | -87.1% |
| 3Y | -100.0% | +76.6% | -176.5% | -100.0% |
| All | -100.0% | +81.0% | -181.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling