-93.8%
SKYE vs SPY
+20.8%
-114.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.9% |
| 7D | +4.8% | +0.1% | +4.7% | +4.6% |
| 30D | -58.6% | +0.1% | -58.7% | -58.5% |
| 3M | -70.0% | +2.0% | -72.0% | -70.4% |
| 6M | -68.6% | +13.0% | -81.6% | -73.0% |
| YTD | -69.0% | +13.5% | -82.5% | -73.5% |
| 1Y | -93.8% | +20.0% | -113.8% | -95.1% |
| All | -93.8% | +20.8% | -114.6% | -95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling