-100.0%
SKYA vs VT
+66.3%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +3.0% |
| 7D | -0.3% | -4.2% | +3.8% | +3.7% |
| 30D | +55.3% | -5.8% | +61.1% | +64.6% |
| 3M | +128.1% | -5.2% | +133.4% | +141.0% |
| 6M | +53.7% | +0.1% | +53.6% | +54.3% |
| YTD | +43.8% | +8.2% | +35.6% | +35.6% |
| 1Y | -30.6% | +10.1% | -40.8% | -35.2% |
| 3Y | -99.9% | +69.7% | -169.6% | -99.9% |
| All | -100.0% | +66.3% | -166.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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