-100.0%
SKYA vs SPY
+80.6%
-180.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.0% |
| 7D | -21.4% | +2.6% | -24.0% | -22.9% |
| 30D | -9.0% | -2.0% | -7.0% | -7.7% |
| 3M | +132.0% | -2.8% | +134.8% | +137.8% |
| 6M | +18.4% | +2.1% | +16.2% | +17.2% |
| YTD | +14.3% | +11.5% | +2.8% | +7.0% |
| 1Y | -27.7% | +13.5% | -41.2% | -32.9% |
| 3Y | -99.9% | +77.7% | -177.6% | -99.9% |
| All | -100.0% | +80.6% | -180.6% | -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 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