-100.0%
SKYA vs SPY
+83.0%
-183.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | +2.7% | +0.5% | +2.1% | +2.3% |
| 30D | +11.2% | -0.9% | +12.1% | +12.1% |
| 3M | +2.7% | +3.9% | -1.2% | +0.1% |
| 6M | -24.9% | +14.5% | -39.4% | -31.3% |
| YTD | -33.7% | +12.9% | -46.7% | -38.7% |
| 1Y | -86.9% | +19.4% | -106.2% | -88.1% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| All | -100.0% | +83.0% | -183.0% | -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 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