-89.8%
SKYE vs SPY
+77.0%
-166.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.8% |
| 7D | +9.7% | -0.8% | +10.4% | +10.5% |
| 30D | -53.6% | -1.1% | -52.5% | -53.0% |
| 3M | -68.1% | +3.9% | -72.0% | -69.5% |
| 6M | -64.6% | +13.6% | -78.2% | -69.2% |
| YTD | -66.0% | +12.7% | -78.7% | -70.2% |
| 1Y | -94.0% | +17.5% | -111.5% | -95.0% |
| 3Y | -89.8% | +76.9% | -166.7% | -92.5% |
| All | -89.8% | +77.0% | -166.8% | -92.5% |
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