-100.0%
SKYA vs SPY
+77.4%
-177.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +2.7% | +0.5% | +2.1% | +2.4% |
| 30D | +11.2% | -0.9% | +12.1% | +12.0% |
| 3M | +2.7% | +3.9% | -1.2% | +0.6% |
| 6M | -24.9% | +14.5% | -39.4% | -30.0% |
| YTD | -33.7% | +12.9% | -46.7% | -37.8% |
| 1Y | -86.9% | +19.4% | -106.2% | -87.7% |
| All | -100.0% | +77.4% | -177.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling